Originally Published: 27 APR 23 09:24 ET

Updated: 27 APR 23 11:45 ET

By Alisha Ebrahimji, CNN

(CNN) -- The parents of the Louisville bank shooter Connor Sturgeon are opening up in a new interview with NBC, sharing insight into the time leading up to the deadly shooting and how they are coping with the unfathomable tragedy.

"We're so sorry. We are heartbroken. We wish we could undo it but we know we can't," Lisa Sturgeon told Savannah Guthrie in an interview that aired Thursday morning.

Todd and Lisa Sturgeon said they knew their son, Connor Sturgeon, was battling mental health issues -- what they didn't know is that he was capable of carrying out the country's next mass shooting.

Connor Sturgeon, 25, killed five people and injured eight others at Old National Bank, where he was employed, in Louisville, Kentucky, on April 10. He opened fire with a legally bought AR-15-style rifle as some employees met for a morning meeting before the bank was open to the public.

The couple last saw their son on Easter -- just a day before the shooting -- for a family celebration and had "no clue" of what he had planned and they said they can't imagine his motive behind taking innocent lives.

"I'm afraid that whatever we come up with as the cause -- still isn't going to make sense," Todd Sturgeon said.

The tragedy is one of at least 172 mass shootings in the US so far this year, according to the Gun Violence Archive, which defines a mass shooting as one in which four or more people are shot, not including the gunman.

A struggle with mental health issues

Connor Sturgeon's mental health struggles began about a year ago with panic attacks, anxiety and an attempted suicide, his parents told NBC.

On the morning of the shooting, Lisa Sturgeon received a phone call from her son's roommate telling her about notes he left ahead of the shooting.

Those notes revealed that part of Connor Sturgeon's goal was to show how easy it was in America for someone dealing with a serious mental illness to buy an assault-style weapon, two law enforcement sources told CNN.

The Tuesday before the shooting, Lisa Sturgeon said her son called her and told her he had a panic attack the day prior that caused him to leave work. When she asked about a cause, Connor Sturgeon wasn't able to pinpoint one but indicated he felt he should take some time off from work.

The next day, the mother and son had lunch and Lisa Sturgeon set up an appointment with Connor Sturgeon's psychiatrist. They were seen the following day, she said.

When asked if Connor Sturgeon was suicidal, his mom said, "That's also inconceivable to me, he was willing to talk to me."

"He had told us before he would never do such a thing like that to us," Lisa Sturgeon said.

The parents said they thought their son was coming out of a crisis.

Despite seeing two mental health professionals, Connor Sturgeon was able to legally purchase his weapon and ammunition for $600 in about 40 minutes, Todd and Lisa Sturgeon said.

"Because of his mental condition he should not have been able to purchase the gun," Lisa Sturgeon said. She told NBC she wishes there was some sort of delay in his ability to have bought a firearm, however, Kentucky imposes no waiting period between the time of purchase and the physical transfer of a firearm, according to the Giffords Law Center. By comparison, some states have waiting periods of seven to 10 days.

"I think the overwhelming majority of Americans don't want people in an impaired state to have a weapon in their hand," Todd Sturgeon said. "Now it becomes more complex to thread the needle and protect us from those people while still being conscious of the individual rights and liberties so, we're not out here on some crusade to restrict people from buying guns."

'We were not exceptional'

It's been more than two weeks since the shooting and Todd and Lisa Sturgeon told Guthrie they've been lying in bed awake at night replaying "the minutia of little things" that they maybe didn't see.

"We've been obviously consumed by grief, and well-meaning people keep saying to us 'You did what any, you know, reasonable parents would have done.' But Connor, in his darkest hour needed us to be exceptional, not reasonable, and we failed him," Todd Sturgeon said. "We were not exceptional."

Even when her son was telling her that he was in a crisis, Lisa Sturgeon said she thought that as his parents, they had it handled and it was being managed -- that it was only anxiety and panic attacks.

"It would have been bad enough if we had just lost our son, but for him to take others with him is just ... it's beyond what we've taught him, the way we live," Lisa Sturgeon said.