When comes to bank robberies, School Shootings, movie theater shooting, office hostage crCIA, or whatever. Police protocol is for the patrol officers to show up and surround the area so that no one escapes. Then wait for SWAT, which usually takes forever because those guys are decide which gear to take. If the department doesn't have a SWAT team, then they will call up the sheriffs department for a SWAT team.
If you are a hostage or in the area of the killer you want the cavalry right of way, but they can't come in because they don't know where the shooters are, how many of them, did they set up traps/explosives, are there more guys outside, are they camped out by the exits, ect. Same thing with the police, they don't know much either. They don't want to run in there and get picked off, they want to reduce losses and either capture or take out the threats.
Also if people are panicking, they are all going to crowd by the doors where even more people will get hurt, shot, trampled, or just get trapped because everyone is fighting to get out. But if have a concealed handgun, you can probably try and find a way out and just shoot any badguys in the way. Its better than waiting 30-40 minutes for SWAT. With the police outside, the hostile gun men turn into cornered predators.
Another thing if you don't like people carrying handguns, under the patriot act off duty police officer can carry their handguns with them onto an airplane, a bus, train, in public, at the bank, ect.
