Having police or security is different to needing them.

You say they need police "every time", and yet the event you seem to be referring to was a one off screening of the Eurovision final. Israel's participation in Eurovision has been highly controversial in recent years, so having a showing openly in support of them is of course going to be controversial as well. Not that the threats were warranted, but they should have been expected and they refused to take any measures themselves to address the risk they courted, hence the university following their duty of care and requiring additional security from the police.

I imagine most Jewish people in Europe feel about the same as most Russians in Europe feel about their cultural identity. Tolerated to an extent, but held under suspicion when expressed, due to a potential allegiance with a violent state. I imagine they feel like many Germans felt in the 1950s onwards.