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I've never been anywhere near the US, but from my exposure to US media (TV, movies, podcasts, news, socials, ...) as well as some US friends my impression was that at least half of the population goes to therapy and a big part of those are on some antidepressants. So I'm surprised that's still a stigma if it's essentially the norm for anyone who can afford it.

I'm not sure it's the access to weapons that makes a whole lot of difference. Certain events in the US come first to mind when you mention it, but where I live there is practically no weapons readily available, even certain air rifles being regulated. You can't even buy ammo without approval yet people still fear of being harmed from a "crazy person". People equate any issue with aggression, delusions, dark secrets while in reality in most cases it's more likely to be things like hypochondria, insomnia, family relations, coping with loss of loved ones etc.

Phrasing, over the long term, can help.

Pretty much everyone has mental health issues to some degree. Because we are stupid, it's actively addressing them that is stigmatized.