Ignoring the logic that even an insane person going on a shooting spree would want to shoot the armed people first, exactly how many mass shooting events do you think there are in comparison to smaller event shootings?
I have the answer for you. While there may be a mass shooting 20 to 50 times a year, ruling out suicides and accidents there are about 210 people shot per day.
Aside from you wanting evidence of a completely obvious thing a mass shooter would do, you’re trying to compare something that happens in less than a single percent of all other shootings.
Furthermore, there are almost 12,000 robberies in the US each year using knives, over 200 by choking victims, and over 4,000 per year using blunt weapons like baseball bats. Now you can interpret or swing all those statistics whatever way you’d like, but it would stand to reason that having a visible gun on you would go two ways- either the person doesn’t attack you due to fear of the weapon, or they would beat/stab you without warning or threatening the victim so they couldn’t have a chance to pull their gun out. Having a concealed weapon would give you an option to take the attacker off guard if the situation arose.