Just like there would be 'Wild-west shootouts' over parking spaces and 'blood in the streets nationwide'. The best they have are a few dozen anecdotes spread over years while 6 million+ walk around daily.
For example, a student's protest of a low grade could turn violent, a depressed student could commit suicide with his roommate's gun, and a gun could discharge when it is accidentally dropped at a fraternity keg party. These kinds of shootings are far more likely to occur than a violent student entering a classroom intent on mass murder.
They would rather you be a guaranteed victim, betting on the intentions of a violent criminal, than have a chance at defending yourself. Remember their old motto "Just give them what they want and they won't hurt you"