Politicians should absolutely be concerned about assassinations because currently it is easy to obtain high powered weapons, so protection will be limited to the amount of secured force that surrounds them...and politicians usually don't have that high amount of protection. Most politicians have schedules publicized so media allows access to where they will be at all times, a concern to say the least.
Political risks surrounding assassinations can both be worth it and can be minimized significantly. If, for instance, a state is open about its policies (as well as any mistakes it makes), it is more likely to minimize any political risks involved with assassinations. Their tendency to attack other countries in order to divert attention from their unpopular actions at home means that assassination is justified as a means of preventing a terrible war, which might rapidly become a regional or global conflict.
It is my opinion that the threat of assassination should not be of increasing concern among politicians. The protection that surrounds political figures today has increased significantly in the last several decades. Consider the assassination of John F. Kennedy: political figures regularly rode in open vehicles to campaign and to visit supporters. The difficulty with a scenario such as the one in JFK's case is that anyone (including non-supporters and those with mental handicaps) could easily access and harm the political figure. Today, bodyguards, secret service and other protective services surround such figures during all public events, riding through crowds in open or unprotected vehicles is unheard of and changing gun control laws all serve to decrease the threat of assassination.
Sure, there have been assassinations in the past, but these times we live in are different. Many politicians are heavily protected by a security detail and are very aware that an attack could happen at any time. It does happen, and politicians should be alert, but beyond that, fate will take over.