What kind of weapon could he have snuck in that could have killed 3 or 4 people before he was killed? Not likely, unless it was a firearm.
He may have been planning to use the knife as a way to (more easily) get the gun from a deputy. When it was taken away from him, he may have decided to go ahead with his plan to escape anyway, and just got lucky getting the gun without the knife.
I'm just speculating here. I've watched a good number of crime dramas in my life. I'm probably giving this guy too much credit. hehe