I'd heard what happened was that the guy basically walked into a Dorm, executed his Ex-G/F and another guy (presumably her new B/F). He then shot up the classroom 2 hours later. The Dorm and classroom were halfway across the campus (very large place), the reason the campus was not on lockdown was because it had been classified as a 'Domestic Dispute', they had no idea the guy would go shoot up a classroom randomly.

Granted, shooting is a bit more than a typical 'domestic dispute', the lockdown would have reacted entirely too slowly to capture the guy, nor would logic dictate an entire campus lockdown with the information they had at hand.