They should have ran it, at least on first down. That's what a "normal" team does. Especially with a full throat screaming crowd to contend with. But Calgary is a cocky team, so they think they can take silly risks and get away with it. Same with the punt out of the end zone. We showed them maybe they're not as good as they think they are.
The crowd noise might have factored into their decision. I don't know it was cocky on their part to throw. They completed 72% of their passes virtually at will and both of those passes should have been caught.
Like any series in football gaining nothing on 1st down makes any 2nd down more difficult. The 1st drop may not have gained any yards but one bad tackle effort and maybe it does?
I wouldn't consider the decision to throw cocky but it involved more risk time wise.
Hindsight is always right.