It's not about insurance, per se, it's about liability or perceived liability in general when an event takes place. You can see how that can take place in this story
Mother files lawsuit in fatal Kroger shooting - 13 WTHR Indianapolis
Even though Kroger had a policy against their employees carrying firearms, apparently that's not enough. I suppose they should have stopped and frisked each employee. Never mind that the person shot was a convicted felon in the process of committing another felony.
This is the kind of crap that companies in the United States are faced with every day.