The most recent widely publicized one took place at a school with armed police on campus (even though schools might be fun free but for law enforcement, it doesn't meet your description); of the five deadliest mass shootings in the US, three were in nothing even remotely like a gun-free (even excluding law enforcement) zone.
So, it may “seem” to you to be as you describe, but that's an issue with your perception, not the substantive facts.