Shootings in general are a very, very rare event. Mandalay Bay was an exceedingly rare event inside that category.

If you're worried about Mandalay Bay, you're right, you will not be returning fire from the ground into an nth floor hotel window with your sidearm.

The other things on the list still apply. Learn to move, learn to use cover, learn to provide basic medical attention. It's not a bad idea to carry a TQ if you're going somewhere with crazy-large groups of people (for reasons other than shootings, which statistically you will not be involved in).