Because any place that is designated as a "gun-free zone" thereby becomes a place of danger. Nowdays they are refered to as "Rob Me zones".
Generally speaking, bars are rather filled with people, so robbing people inside is impractical and a bit silly of an idea even when everyone is supposed to be disarmed.
Robbing them in the parking lot is a possibility -- bars seem to attract crime of all sorts -- but the typical target you want to mug is someone who can't defend themselves. For a bar, that most likely means drunk people, who would be in no condition to defend themselves if they did have a gun; you'd just end up with an escalation of the situation that would most likely work against the armed patron by encouraging the mugger to attack while the patron attempts to draw.
On the other hand, the threat of impulsive, alcohol-fueled murders in a flash of anger is massively increased when you let someone carry a weapon into a bar. 50% of all murders are committed under the influence of alcohol. Allowing guns into bars is a recipe for raising the local homicide rate.
Just look at what happened to the schools !
Over 99% of schools will never have a school shooting throughout their lifespan. There were 38 school shootings in 2000-2010 resulting in the deaths of 33 victims (not including the shooter). This number does not include colleges but does include a handful of non-public schools. There are just under 99,000 schools in America, meaning that around 4% of 1% of schools had a shooting, and of those most were single-target attacks or very short opportunistic attacks rather than the slow, deliberate Columbine or Virginia Tech style massacre that people hold up as an example of where a gun might help.
On the other hand, 606 people died of firearms accidents and 19,392 people died of suicide just in 2010 alone. So with that in mind, what exactly do you think would have been solved by bringing guns to a building filled with curious children and emotionally wrought teens other than a lot of opportunities for tragedy.
You have to do a fair threat evaluation. Guns in schools are a far bigger threat than they are a threat neutralizer.