The simple answer is you can't keep your family safe in a mall unless everyone shops together even then it depends where the nut job starts his rampage.
If you are not directly confronted just get the family and leave.
As far as the moral obligation goes is morally better to leave my family alone and unprotected or someone who has no intension to help themselves.
If you are not willing to leave your family broken and destitute (lawyers, civil suite) or be willing to die for the person you try to protect just leave.
For me the answer is simple I carry for me and mine.