I've never heard of this being a "many instances" issue. Do you have case information? The only case I can recall in recent memory is the Costco Las Vegas shooting, and even then it is believed there was more to it than "simply being armed."
There were 2 dozen police shootings in Las Vegas in 2010 alone. One included Senator Harry Reid's challenger from the Libertarian Party, shot while armed during a traffic stop. They don't like people armed out there.