Cricinfo's headline is making Dhoni look like a villain but thats not true, he didn't really mean that. He can feel more than we do, in fact every cricketer is feeling sad about it. He said in the beginning "I was blank, shocked" which clearly shows what his reaction was at first and he said that he's happy that his team didn't tour Pakistan is because he knows anything could have happened to him and his team members.
This is what he actually said about being happy
This is what he actually said about being happy
"Sides like us are quite happy not to be there, in this kind of a situation. People say sport is not targeted, but you are not immune to it. Once a guy decides to attack the cricketers, we are not tough targets. Cricketers roam about freely on tours, so you have to be aware."