Well they didn't miss him. He was spotted with the range finder and climbing on roof before Trump took the stage. The question is why would allow the president to take the stage given an active threat.

From Brave AI on timeline:

17:11 local time: Pennsylvania State Police officers spot the gunman, Thomas Matthew Crooks, and notify other law enforcement agencies. 17:45 local time: A counter-sniper officer calls in with a report and a photo of Crooks acting suspiciously around a building near the rally. 17:52 local time: The US Secret Service becomes aware of a suspicious person with a rangefinder on the ground. 6:02 p.m. ET: Former President Donald Trump takes the stage at a campaign rally in Butler, Pennsylvania. 18:09 local time: Rallygoers spot Crooks on the roof and attempt to tell law enforcement. 18:11 local time: Crooks opens fire. He is fatally shot by Secret Service counter-snipers 26 seconds later.

Notably, the Secret Service spotted Crooks on the roof 20 minutes before gunfire erupted, at around 17:51 local time. This was 20 minutes after the initial notification from Pennsylvania State Police officers and 10 minutes before former President Donald Trump took the stage.