Because when they
are allowed to carry weapons, they can be expected to react calmly and correctly, calmly drawing their firearm to hit the assailant (and only the assailant) - not to mention that if you hear a gunshot, draw your gun, and turn around, you'd be able to identify the real assailant from the other vigilantes who have also drawn their guns.
Which is why you so often read headlines like "
a man pulled out a gun and started shooting, injuring one, and was then killed by seven laser-accurate shots from seven heroic people with concealed weapons", and never headlines such as "
a man fired madly on people around him in a mall which must have contained many gun-wielding people. He killed seven and injured twelve before shooting himself".
Oh, wait. You don't

.
ETA: For future reference, reality is not an FPS game.