It seems backwards that locations in the staging area add their threat but the active location does not. From a thematic perspective it seems like the active location is where Isengard is attacking (and thus should actually add threat) with all other locations in the staging area not yet under attack (ie no threat). Am I missing something here?

I haven't played Helm's Deep yet, but so far in the game it has always been the case that enemies and locations in the staging area contribute their threat while engaged enemies and active locations do not. That's one of the main points of wanting to engage and travel. I'm not sure about the thematic viewpoint.