There's mass shootings almost every day in America now, and they can be anywhere: shopping malls, schools, workplaces, Walmart, wherever. Yes, most people in America really do face constant danger and violence. People in civilized countries don't have these problems on such a huge scale.
But again, crime is not uniformly distributed across the geography or population of the US. Most people simply do not “face constant danger and violence”. I don’t know where you got that impression, but it is wrong.
You can see that in 2019 the murder and non–negligent homicide rate varied from 23.4 per 100,000 people in the capital city of Washington DC down to just 1.5 per 100,000 in the state of Maine. Note well that DC has just over half the total population of the entire state of Maine, and had 166 murders where Maine had 20. That’s an 800% difference! DC is a little weird though, because it’s a city rather than a state. Suffice it to say that within each state there is a wide variation between different areas of the state.
“Mass shootings” were only 11% percent of homicides in 2019: <https://ucr.fbi.gov/crime-in-the-u.s/2019/crime-in-the-u.s.-...>. Note however that not every “mass shooting” is some dramatic spree killing in a public place. This count also includes crimes where one member of a family kills several others in a private place, shootouts between gangs where both sides were armed, etc, etc. All very tragic of course, but not something that you’re likely to be a part of.
Overall, Americans are more likely to be killed by a family member or acquaintance than by a stranger, and we’re more likely to be killed in a non–felony situation than as a part of a felony. We’re mostly likely to be killed in an argument with a family member, but arguments with acquaintances are a very close second. See <https://ucr.fbi.gov/crime-in-the-u.s/2019/crime-in-the-u.s.-...>. But I suppose that if you are a European who has recently moved to the US and has no family here, then you are rather unlikely be murdered by a family member after all. You’d better keep an eye on all those acquaintances instead. :)
I’ll grant you that the average of 5 homicides per 100,000 is higher than the average for most European countries (which run around 1 or 2 per 100,000, iirc), which is a point in favor of Europe. But recall again that not all parts of America are the same. I said before that crime and violence are concentrated in hot spots, and I stand by that: <https://upload.wikimedia.org/wikipedia/commons/2/27/Homicide...>. There are definitely parts of America that you would not be advised to move to, but most places are fine. Look closely; all of New York City, the largest city in the US, is green or the lightest tan. LA and Houston, #2 and #4 respectively, are light tan and perfectly fine places to live. Chicago (#2) and Philadelphia (#6) are worryingly pinkish. Maybe move somewhere else. San Antonio (#5), is spread across three counties that range from light green to very slightly pink; a mixed bag but overall pretty nice. San Jose (#10) and the actual location of Silicon Valley is light green.
You could live a lifetime in one of those green counties and never encounter a violent crime, let alone be victim of one. Even most of the light tan places are great places to live, with homicide rare enough that you’ll probably never be personally affected. It’s just the red ones that you have to avoid.