Most people don't live in fear of cancer or lightning strikes, unless they find themselves in the middle of an asbestos filled building or right underneath a lightning storm.
The knowledge however that so many people around carry deadly firearms, and maybe more importantly, apparently feel they have a pressing reason to own firearms, is a daily reality for many. This fear is real, and it is not irrational.
This is not about the odds. It's about not having to live in fear. Even though the odds are wildly in their favor, most people very rationally prefer not to go swimming with sharks.