Here is the thing, when you conceal carry, for the vast majority, it is for your individual protection and I think for many gun owners, the gun represents your advantage. But the problem is when the other party also has a gun, you no longer hold the exclusive advantage, and you may be up against someone acclimated to gun fights or does not give a damn about their lives.
So when you are at the mall with your gun, and shooting breaks out down the at the other end, most likely you are high tailing it out of there, or hiding behind a bench or a planter holding your gun, for when they come to get you. There could be heroes, but my guess is most people are just looking after their own hides and are not prepared to voluntarily engage for the common good.