Terrorism is a black swan (rare high impact) event.

You are misusing the term. Black swans are not rare high-impact events -- they are events that nobody has considered possible. The original black swan -- finding black swans in Australia -- certainly wasn't a high-impact event.

Consider attempting to estimate the danger of asteroid impacts or rogue AIs by looking at the last several millennia of data, terrorism has a similar problem.

I disagree. Terrorism has been a constant presence throughout human history. It's not rare, at all. There is lots of historical data.

EDIT: I was wrong. Taleb actually defines black swans (at the beginning of The Black Swan book) as outlier events that have three characteristics: (1) rare; (2) high-impact; (3) not foreseen but back-explained in hindsight.