Carpetmojo, what happens where I work is that when a card has been used at a location that has been identified as being compromised it goes on a watch list. They watch the activity on that card and when there is usage that is out of the norm for the actual account holder, they shut it down.
If they immediately shut down all cards that were used at a location that has been compromised it would be a huge inconvenience for patrons because sadly, it happens a lot. Some people would end up constantly getting new cards.
Now, I have no actual proof of this but logically I think about vulnerable locations like gas stations. Think about it. You've got a couple of employees inside the store watching for gas & dashes, shoplifting, robberies etc and they've got 4 to 9 or more pumps outside to watch. Those 4 to 9 pumps all have credit card processors for customers' convenience. It's also a skimmers dream. One or two people can't possibly see everything all the time. Those devices are exposed where anyone can put a device on them to skim the cards that use them.
Again, I have absolutely NO proof of this but to me, it just makes sense. It happens in stores too, but gas stations units are so vulnerable.