The same reason that people attend a church that has armed guards. It's a fact of life in America today, not just public schools. Cloistering yourself in your home doesn't change that reality. And it doesn't keep your kid "safe." It does keep you in control to some extent, which can be comforting.
Nobody said cloistering. Homeschooling is not cloistering.
And, yes, it would keep your kids safer, because they’re not confined in a gun free building that screams “target”. Not putting your kids in a situation where you know the chances are higher of physical harm coming to them IS keeping them safer. It’s not an illusion.