Mass shootings are significantly rarer than the world (and one's own anxious brain) makes them seem. The risk of dying from a so many other things absolutely dwarf the risk of being shot to death. You're more than twice as likely to die in a car accident than be shot to death. You're more likely to die from an accidental injury than be shot to death by about 10 fold. And that's just for all gun homicides. If you break that down, you're significantly more likely to die by a gun that's shot by yourself, a police officer, or somebody you know than by a stranger. Mass casualty events are even small.
I agree with your point at large, though. The mass shooting panic is a little frustrating when you actually look at the numbers, though. Your risk of dying by gun assault is about 1 in 300, but the risk of dying in a mass shooting is about 1 in 11,000.