Safety is a perception anyway
The people in the gym a split second before the freak got there felt safe enough. They were just doing something they do routinely. And not one of them was at fault, nor were they wrong. They just didn't know a monster was coming in the door because he didn't look like a monster until he started shooting.
Take me. i live in a New England state, and everyday i get on two different trains and then a subway, to get to my job at the Federal Building in the big apple. Aside from my wits, two hands and a sharp tongue, i am unarmed (discounting the cheap clip-on knife clinging to the liner of my briefcase). This is not how i like it, it merely is. The perception of relative safety on the trains and in the Federal Building have so far been reliable, except for a couple close encounters with drunken Yankee fans that were defused by others.
I am also a 9/11 survivor - my former office was at 6 WTC, overlooking the plaza and 40 feet from tower 1. The stuff i saw that morning wasn't on TV - cameras couldn't get close enough fast enough (but i'll bet they tried) to see folks hitting the pavement 20 feet in front of my building. In the months and years afterward, i decided to build up my gun collection and obtain a CCW. I was angry, and wanted to never feel that helpless again, especially when my family was with me.
So i carry when and where i can, including around the house, perhaps 50% of the time. I carry because i want that answer - lethal force - available at a moment's notice if some thug decides it's time to kill me, rape my wife, you get the idea. But i've noticed that when i carry i have a feeling of safety that i know is false. If anything, when you carry you are more vulnerable. Why? Because your instinct to run away from danger may well be overridden by the "power" at your side and your training to assess and respond. Right or wrong, your first response - even at a massacre like the Pittsburgh gym - probably won't be flight.
The lesson? Be unafraid and stand up for yourself as you believe appropriate; stay in code yellow, but live your life. None of us get out of it alive anyway.