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Murders happen all the time, and we don't shut down schools and offices unless there is an expectation that the perpetrator is likely to hurt someone else, or if it is obvious that the crime is extraordinarly (such as multiple killings). In retrospect, lives could have been saved if they had shut down the school. But it was not possible to know that at the time.
That said, I wonder that there were armed police officers all over the campus, and they had numerous bomb threats over the last few weeks, and still nobody was able to stop this person from killing so many people. I've read a few things suggesting that terrorists might try to attack colleges or high schools. I assumed that the articles were paranoid ramblings, but that school officials would make plans so that they could quickly respond to emergencies, just in case. It doesn't sound as if the officials in Virginia had any such plans. A simple lockdown in response to a general alarm when the first bullets were heard in the classrooms could have saved a lot of lives. It may have been reasonable to not shut down the campus after one murder, but it takes time to kill over 30 people, and I can't see how that could have happened without any alarms going off.