I know fears are irrational, but the probability of your kids being killed by a mass shooter at school in the US is extremely low. Logically, if you’re worried about that level of risk, you should never leave the house, even in Europe.
The sibling commentator mentioned Islamic terrorism which I think is a good analogy. You would probably think it was ludicrous (and I’d agree with you) if someone said they didn’t want to move to Europe because they have to worry about being run down by someone in a truck.