This is one of those government monopoly problems I think.
Let’s say there is only private security and people understand they are responsible for their own security- and the peace in their own town- then yes some of those folks might have been armed and neutralized the assassin.
But how it is now, the federal secret service demands complete monopoly on security- no one can show up to that event armed. People do not expect to be in the position to protect or ensure peace because of the government monopoly.
Yet they fail and allow things like this to happen.