Yes, our military (I'm also a US citizen) has a whole lot of things that do bad, painful, often fatal things. They're scary for any number of reasons, one of which is certainly the possibility of their use against us.

However, this is in no way limited to the US. Many, many governments -- possibly most -- have similarly awful and destructive, if not as technologically advanced, ways to harm anyone and/or everyone in range.

It would make more sense to be afraid specifically of the US military if there were no one else out there throwing around this kind of power. As people who don't want to be shot at, blown up, or dissolved instantaneously by hordes of angry electrosquitoes, singling out the US as the main subject of our trepidation seems a bit arbitrary.