72Ronin pointed this out very well... People have a deep expectation of safety, as it is, they have become accustom to an environment where the expectation is that nothing "that" bad will happen. When it does, they have nothing to work with and as Mr Parker pointed out so well, are basically left with nothing.
It makes absolutely no difference what country it happens in. Very few are prepared to fight to the death at a moments notice. Many are conditioned to a way of life where we are not entirely.. independent in this manner. What is your first response upon hearing a gunshot, right now outside your home? Or someone kicking in your back door? Calling the police (an authority) or perhaps calling for your partner or parent or something. Whoever it is, it is someone we have entrusted our safety to at some level.
The point is, what would "you" do? The strangest thoughts go through your head, your brain actually tries to downplay the seriousness of what is happening. You are fighting yourself as much as the situation!