I mean if the guy feared the guy with the gun then yeah it makes sense for him not to say something.
He is an NFL player. He has resources available to him that most regular citizens would not.
If there was legitimate fear of the shooter he could do something about this with the support of his agent, the NFLPA, the league, a good lawyer and the law enforcement.
Time will tell what are the true facts surrounding the tragedy, and the sequence of events and rationale, but thinking he had no options doesn't seem plausible given the type of status and support network he has available.
If one puts on their Sherlock Holmes hat then, "When you have eliminated the impossible, what remains, however improbable, must be the truth."
KJ had lots of help to support him and protect him from the shooter in the ensuing days after the incident. The fact that this did not come out until now, and the authorities are looking for others to piece together the puzzle must mean,
however improbable, that KJ is now being investigated for his side of the story and it is not just a clean, "I was a total innocent!" situation.
He is in between a rock and hard place. He is going to need a good lawyer.