But if these events were "completely foreseeable" wouldn't he be the one to request added security?
First of all, as you very well know, McConnell doesn't mean the precise incident was perfectly predictable, he was referring to comments like Gabriel Sterling that something of the nature was bound to happen. It's like saying a drunk driver going from NY to Washington is bound to get into trouble, even if you can't pinpoint what exactly will happen.
I'm not sure how the chain of command works exactly but I'd imagine Congress appoints executive officials and maintains some regular of the Capitol Police but that doesn't necessarily include having a daily briefing and approving every action plan. Odds are McConnell had no idea what the specific security plans were prior to the event, and had no reason to assume they weren't being handled correctly. Remember, McConnell wasn't officially an executive in charge of the senate, he had limited procedural authorities. Once the event broke out of course Capitol Police requested NG support immediately and Congressional republicans were instrumental in getting the executive branch to approve it.