"He's the one person who could answer the 'why' question," Marinette County District Attorney Allen Brey said. "We'll all speculate. We'll all wonder. Were there any warning signs? The one guy that could give us those answers is gone. ... We may never truly know why this happened."
The coroner has ordered an autopsy, including toxicology tests. But Marinette Police Chief Jeff Skorik said he had no reason to believe Hengel was under the influence of any kind of drug.
The school went through training drills last fall about how to respond to a potential school shooter, Baneck said. It is unclear if Burd took part in that drill.
The students in the classroom took a cue from their teacher, engaging Hengel in hours of small talk to try to ease the tense situation.
"I was scared for the first two hours. My legs were shaking," sophomore Austin Biehl said, but, "overall, everyone remained calm, and just kept talking to him."
Principal Lambie said the students "handled it perfectly."
Police received a phone call Monday afternoon from the principal, alerting authorities that a students in a Western Civilization class were being held at gunpoint on the campus.
The class was watching a film about Greek myths when Hengel left the classroom after asking to use the restroom. Police believe he then stopped by his locker and returned moments later with a duffle bag.
"I was watching the movie and he came in," classmate Biehl said in an interview on "Good Morning America" Tuesday. "I wasn't paying any attention to him and I just saw some of my classmates see the gun and then everything just got really serious."
Hengel pulled out a gun and shot the movie projector and ordered classmates to hand over their cell phones, police said. He broke his own phone when it rang. He was carrying two pistols and two knives, police said. Additional bullets for the two guns were in the backpack.
Michael Arnold was one of the students Burd turned away from the classroom. "The door was closed, the lights were out," he said. "But as we started going we immediately heard a loud bang."
Nevertheless, officials said the hostage situation wasn't discovered until a parent, who was concerned his daughter had not answered his phone call, came by the school. Principal Lambie said he went to the classroom to find the girl, only to be confronted by Hengel.
"The student threatened me with the gun and told me to step back," Lambie said.
Hengel was calm throughout the exchange, he said.
Lambie left the classroom but not before one student -- the daughter of the man who called -- was able to exit the classroom with him.
Immediately afterwards, Lambie said he called the police.
At 7:40 p.m., Hengel released five students who told him they had to use the bathroom.
One of the hostages, Zach Campbell, told the Associated Press that the class tried to keep the gunman calm by talking about fishing and hunting.
"We just wanted to be on his good side," Campbell said.
Campbell said the gunman seemed depressed, but "didn't really seem like he wanted to hurt anybody."
Biehl said the gunman "was just waving the gun back and forth at the ground ... wasn't really threatening anyone."
About 20 minutes later, gunshots rang out and police broke down the door.
"As the officers approached him, the suspect fired one shot and injured himself in a self-inflicted gunshot wound," police chief Skorik said.
No other injuries were reported.
ABC News' Jennifer Metz and the Associated Press contributed to this report.