Ah, so you are not one of the self appointed 'sheepdogs' who make it their business to tend to other people's problems because you are of a moral character above the general population, having superior bravery, and superior skills? I am poking fun at the good Colonel's story, of course.
Nope, just a guy trying to keep himself and his family alive and knows that taking off in hot pursuit of a criminal such as described above puts his children at an added risk of having no father and his family in grave financial jeopardy.
CCW permits are not superhero uniforms or police badges. I'll step in where it makes sense and that does not include chasing a criminal unless he is stealing a child.