Bullshit.
Quite the contrary, every time there's a mass shooting, everyone in that person's life says "We knew there was something off about him!"
Nicholas Cruz had a long history of criminal problems and expulsions from his school.
Seung-Hui Cho (the VA Tech Shooter) was so mentally disturbed that his school took him out of regular classes because he was frightening the other students.
James "Joker" Holmes was in the process of being expelled from his university. Oh, yeah, and he was dying his hair orange.
Jared Loughner (the Tuscon Shooter) had a long mental health history and was rejected by the Army.
I could go on and on.