That's not true. There are a lot of people who are mentally ill and will never try to harm another person.
Then there are people who are not clinically mentally ill, they're just evil dissatisfied people such as the gunman who shot and killed over 50 people at the country music festival in Las Vegas years ago.
There is another group of people, primarily males who simply have never been taught successful dispute resolution or those like the Walmart shooter recently who apparently believed that no one in a position to actually do anything about his grievances would take action so he took action himself. These people, in my opinion, are not crazy. Some of them just don't care about how many people they hurt and some of them do these shooting exactly because of the pain it will inflict upon the victims loved ones. That's why the worse of them kill children, in order to hurt the parents.
I don't know about you but with so many of these incidents happening it seems almost daily and everywhere in the country, I would rather be armed and have at least a fighting chance than just to be left at the mercy of the shooter.