Somebody give NightHiker a gold star for that one. Seriously.

IMO the "out through the nearest store" is likely your best option since it most likely represents the shortest distance to both cover and concealment AND a path to the outside.

Someone mentioned the fog of the moment and not knowing exactly what's going on. Not knowing who is shooting, let alone what weapon they are shooting with. If I'm in a shopping mall and hear gunfire I'm not sticking around to find out who's shooting. It may be the police doing the shooting but I'm going to assume the worst and leave immediately. The penalty for guessing incorrectly about who is shooting is just too high.
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"There is not a man of us who does not at times need a helping hand to be stretched out to him, and then shame upon him who will not stretch out the helping hand to his brother." -Theodore Roosevelt