What's always missing from these "they were warned" conspiracy theories is that they probably get thousands of warning every day, some credible, some not, and even if legit it takes time for things to go up the chain of command etc...
You only notice the attacks that succeed, not the ones that are thwarted or intercepted.
My theory is they were maybe too used to relying on the "iron dome" missile defence system, and no one though of people coming in using microlight gliders. Lesson learned.