I tend to think that the indoor rallies have a definite perimeter, and if the only accesses to the inside are very strictly and thoroughly searched (metal detectors, keeping out anyone questionable, even pat-downs, dogs, etc.) it’s pretty tough to get a gun in there. Also, inside, surrounded by the crowd, you’d hardly get a chance to set up a shot.
Having said that, I can see more hazard for attendees if someone was to do something. I can see the stampede, however, going toward the gunman to “neutralize” him forever. Different kind of crowd.
The catwalks, HVAC systems and roof support systems(painted black) provide multiple places for snipers to set up in low light conditions.