It's just a walking robot. Drones have been here for a lot longer and already carry deadly weapons. Following your logic, you should've been scared and running for years already.
Robots are scary only because they allow for ubiquitous drone warfare—millions of drones just clogging the streets, or maybe small enough to hide in the shadows like stray pets. For targeted drone warfare, though, we've already had the technology for a long, long time.
http://www.theguardian.com/world/2015/feb/10/drones-dream-ye...