The Sentinel was already in the fray using his sniper rifle and shield giving people cover and time to seek safety in the subways and anywhere else they could go.
"Sentinel to any and all Avengers! I'm pinned down at the Stock Exchange protecting a group of civilians. Guys I don't know how long I can hold this position without help." An explosion knocked his comms offline as he continued to fight off the Skrulls flooding into the building.
There were just too many of them - the Skrulls were coming faster than he could kill them and he'd already run out of sniper rounds and switched to his Needle Gun.