From a medical standpoint, it is never a good idea to pull a foreign object imbedded into the flesh because surrounding flesh wild adhere to the object. So pulling it out would do more damage than the entry into it. And in the neck with vitals packed into a small area.
He must have been stabbed in the throat.
it is an extremely gutsy move and furthermore brave to use the knife against the terrorist. I would never allow him to do that, but still kudos for him to disbatch the terrorist!