See, "they" probably CAN be ready to pop a rabbit out of the hat whenever required. At any given time the US "security" agencies probably have several groups of terrorists under observation (picking them up immmediately means a smaller "bag", by just watching they can maybe identify "links"). They wouldn't choose to act to have them picked up until just before an action that threatened US interests directly. They might even choose to let an action against "other" targets proceed (think about it).

So....... all that would be required in a situation like this would be for the US agency to pass on some information to the Spanish as if it were just discovered and they were being immediately helpful. In reality the Spanish spooks know how the game is played too, but it's in THEIR interest to grab the "terrorists" (potential?) immediately since it's their territory at risk.