Hell, one of the previous FBI BHU directors has made the comment (after he retired) that in the US statistically there are between 30 and 50 serial killers active at any one time. But the resources to actually analyse and identify the patterns aren't there because there's too much data to actually go through. So magnify that to the level of just buying guns and psychological signs...
Edit:
Also, look at the numbers.
The FBI employs nearly 35,000 people, including special agents and support professionals such as intelligence analysts, language specialists, scientists, and information technology specialists.
The US population is.. what, roughly 323 million and some, over a landmass of a touch over 9 million square km.