IMO, in a state where CCW is pretty much limited to Law Enforcement, they have a special duty to protect others as the state has removed the ability of folks to protect themselves.
Unfortunately for you then the SCOTUS has disagreed. LEO have no duty to protect you. This was proven in a D.C. case where they had the toughest gun laws in the nation:
http://en.wikipedia.org/wiki/Warren_v._District_of_Columbia
Two of three female roommates were upstairs when they heard men break in and attack the third. After repeated calls to the police over half an hour, the roommate's screams stopped, and they assumed the police had arrived. They went downstairs and were held captive, raped, robbed, beaten, and forced to commit sexual acts upon one another and to submit to the attackers' sexual demands for 14 hours. The police had lost track of the repeated calls for assistance. DC's highest court ruled that the police do not have a legal responsibility to provide personal protection to individuals, and absolved the police and the city of any liability.
Then the SCOTUS decision:
By a 4-3 decision the court decided that Warren was not entitled to remedy at the bar despite the demonstrable abuse and ineptitude on the part of the police. The court held that official police personnel and the government employing them are not generally liable to victims of criminal acts for a failure to provide adequate police protection.
They went on to say that basically the only people they are legally bound to protect are people they have in their custody. So unless they have arrested you they are not liable or required to protect you.
The only person responsible for protecting you under the law is you.
Any store has tons of weapons. This women herself obtained the two kitchen knives from inside the store.
There is tools everywhere, from shovels, to pick axes, to axes, to hatchets, to wrenches, fire extinguishers, baseball bats, crowbars etc.
Most of the store has weapons, whether you are in the kitchen area, the gardening area, the automotive area the sporting goods area, etc
Those are just what can be immediately picked up and used.
What can be built in a few minutes is even more numerous but less likely to be useful in self defense.
The only reason such a person is not stopped is because nobody chooses to stop her. Any grown man with a heavy object could have dropped her like a sack of potatoes.
Just looking at her I bet picking up the shopping cart and throwing it at her would have ended her day.
From the sounds of it though it was rather quick. The woman took the knives and attacked people in the isle selling cosmetics. I doubt I would have been in that isle.