Maybe I am reading too much into this, but the abrupt cancellation so close to the start of service by the TSA, citing information that it has derived from several sources, means that there is/was a specific threat to flights into NBO by a US flag carrier
Yes, you are reading too much into it.
The TSA state, in another link on the same page, that the threat level over East Africa (NOT just Nairobi) is too high at this time. Why would that be the case?
Somalia