I'm with most of you that hate being in large crowds, too many people to keep track of. I am a naturally overly alert person, I have a tendency to "analyze" everyone around me. I don't consider it as being paranoid as it is something I have done for as long as I can remember. I just like knowing what the people around me are up to.
It also helps me notice more eye candy than the typical viewer. Maybe I'm just a voyeur and not paranoid?
As for your scenario, not much you can do if a truck bomb comes flying through those big glass "Welcome to the Wonderful World of Capitalism" doors.
If a shooting rampage, most likely not a terrorist, just someone pissed off because daddy loved the bottle more than him. In that case, I would find cover and wait for a clear shot, and not hunt him down. Don't want the LEO's or Mall Ninja to confuse me with the BG.