First of all, I'm sure we wouldn't be caught unawares that there was a person who had committed acts of terror in our country, just as Pakistan and Afghanistan are aware that Bin-laden is in their countries. Being that we would also want a dangerous person like that dead, I'm sure we wouldn't be as offended as you purport.
But for the sake of argument, let's say that this terrorist somehow slipped into our country after the fact and we were clueless about it. North Korea all of a sudden announces during one of their presidential debates that if we are unable to unwilling to make the kill on this guy that is in our country that they have their sights on, that they will make the kill even though it is on our soil. Would we be surprised and caught off guard? Yes. Would we be pissed off? Maybe, but I don't think the issue would be the kill so much as the lack of communication. If they knew this guy was in our country and knew that we'd side with them about him, why didn't they tell us? Just say "Hey, thought you ought to know that this crazy terrorist French dude that attacked us last year is hiding out in your country. We're not sure where exactly, but we're targeting the Rockies as his hideout. Just FYI, if we spot him, we'll let you know so you can apprehend/kill him. If you can't/won't, just be aware that we're gonna do it then."
Facts being what they are, Afghanistan and Pakistan are quite well aware of Bin-laden's presence in the area. Hopefully, the leadership in those two countries wants him dead as much as we do, and understand the meaning behind Obama's statement.