The guy was in body armor and was shot several times. It didn't do any good because he was covered completely in body armor so none of the shots killed or even harmed him. But he was hit multiple times by the shots fired by the former black police officer that was working security that day. It just didn't have any effect because of the body armor he was wearing. So, even if people have guns, the fact a shooter is dressed in heavy body armor won't do those people with guns any good. They need to outlaw that body armor and heavily regulate gun ownership far more.
You aren't regulating this problem out of existence, OK? Not going to happen. Dude was at a mental health facility and evaluated a year ago after threatening someone. They let him go. I understand that - humans are sneaky and some will get through. A larger caliber might have stunned him enough for someone else to approach him (or not). Don't know. Hitting him in the back of the head with a fire extinguisher would probably have stopped him, regardless of body armor, but not everything is possible in these situations. All the psychologists, doctors, police, can't stop everything bad from happening.
You aren't going to fix anything by regulating everyone's guns more. Some of those that want to do this will do this and others will be stopped beforehand.
Get used to it. The world is an imperfect place.