True in general, but in the specific case of gun homicides, the data do seem to support their concern. As per [1] and [2] the US gun homicide rate is more than 4 per 100k whereas countries like Switzerland, Sweden, France, Japan, UK, Denmark, and many others seem to have between one and two orders of magnitude fewer gun deaths.
If someone from one of those countries above expressed concern about gun homicides when visiting the United States it would seem no more irrational than a fellow American expressing concern about visiting Jamaica or Honduras because they have an order-of-magnitude higher gun homicide rate compared to the United States.
(I doubt the overall gun homicide numbers tell the whole story with regard to tourist safety, just that there exists a rational basis for this concern.)
[1] https://en.wikipedia.org/wiki/List_of_countries_by_firearm-r... [2] https://worldpopulationreview.com/country-rankings/gun-death...