This whole conversation reminds me of when people say that there's a better chance of having a vending machine fall on you than get killed by a shark.
Sure, maybe that's true. But I have a say in whether or not I ever go into the water to be eaten by a shark in the first place. Vending machines are everywhere. I can not avoid them.
It's absolutely out of anyone's control to whether or not they will be the victim of a mass shooting, and right now there is certainly a risk of being caught up on domestic terrorism in this country, so I absolutely don't see any reason why it's not OK for another country's government to point out the obvious increase in terrorism in the US.
This whole thing reminds me of when I was a kid in the 90s/early 00s and the idea of going to Ireland or the UK used to terrify me because I always was afraid I'd be the victim of a bombing if I went. Rational? Maybe not, but we were definitely aware over here that there was dangerous shit going on over there, largely domestic terrorism....so I get it.