I saw this last night as to Security at military bases yes there is some and it is normally quite effective. As an ex-member of the UK Military (RAF and Army) I find this disgusting, a lot of this comes back to Radicalised Islamist's problem that will happen now is that others will try this on British Military personnel or anyone who looks like they work for the military even those people who are wearing clothing that makes them look military or attached like this soldier was wearing a T-shirt supporting a Charity for military veterans (Help for Heroes). Personally I would give all military personnel a sidearm and let it be known in the news that they are allowed to carry them off base even in civilian clothing. Yes I know there are downfalls to squaddies carrying pistols around with them...
RIP to this Soldier though.