The more resources a country has, the higher the profile a target that head of state will be. Would a politically motivated group want to make a name for themselves or make a statement, they're more likely to attack a first world leader than a third world leader.

Domestic threats also likely scale at least linearly, and possibly more quickly, with population.

I think we overdo it with our post-9/11 security theater, seemingly more interested in full employment than meaningful improvements in the life of Americans, but I'm quite sure that large, rich nations' heads of state face greater threats than smaller, less wealthy nations.