Malls with train access tend to bring a lot of kids strutting around flexing (as kids are expected to do). This has side effects of petty larceny and shootings. All of the mall shootings are groups of these kids that have beef with each other. It's mostly harmless to shoppers but there's always a chance you could get caught in crossfire or become the target of a malicious youth prank.
It's just your typical youth angst but you can avoid it simply by going to a mall without train access.
The question comes down to whether train access brings more benefits than drawbacks. When talking to anti-trainers you have to address this issue. You can't just hand wave it away as they're perfectly fine with the car status quo.
However, I'm sure most people will ignore everything in this comment and just shout "gun control".