The particulars about protecting innocents from mass murder at schools, concerts, marathons etc. are not part of FBI training.
The horrific Valentine's Day massacre that took the lives of 17 students and teachers at Marjory Stoneman Douglas High School, leaving 14 more injured, proves it.
There are some 35,000 employees (not all agents) working for America's foremost intel agency and 5,800 working for Sheriff Scott Israel who, in Broward County, heads up one of the largest sheriff departments in the nation.