Mass shootings, although there are indeed many, are a small percentage of the gun deaths in the US. Most are suicide, next most common are arguments outside bars. Most common weapon in gun homicides is a handgun.
Research shows that income inequality causes crime and you can see that more unequal nations (Brazil, Argentina, South Africa, Israel) have more violence.
The problem with the US is it's a sanctuary for capitalists, capital and capitalism. Worse than anything that the US does or allows to happen to its own people, is what our government/corporations do to "developing nations". Invasions, supporting coups, fighting to suppress labor rights and wages, extracting natural resources with little compensation, overthrowing governments that try to stop any of that, supporting genocide, committing genocide, chemical warfare, biological warfare, nuclear warfare. Any socialist country they can't overthrow they'll try to starve through embargoes.
Anyway, the worst states are ones where abortion is outlawed, lawmakers fight access to public health care or any public resources that don't go to the wealthy. Usually these states are controlled by the wealthy, like coal bosses running West Virginia into the ground. Capitalists have been using evangelical christianity in north and south America to scare voters into voting right-wing on culture war issues like abortion and transphobia. They use reactionary tendencies like hatred of foreigners, hatred of gun control, hatred of schools teaching the history of how our country treated black people, etc, to keep people voting for the right-wingers who also happen to be the friendliest to business.
Both major political parties are right-wing pro-capitalist parties. Some states do have some social safety nets for health care and welfare but being poor is a horrible experience in every state. 50,000 people die yearly from lack of health care access, not including COVID deaths. There's really no state you can live or party you can vote for to get away from it.
I've lived in a few less right-wing states. A friend of a friend was killed by police while he was suspected of shoplifting, trying to run away. Some kid killed himself in my high school while i was there. I live in a town where there's lots of homeless people and syringes all over the place. 3 people in my family died of COVID.
Basically the US is a fascist country. Fascism is when the wealthy consolidate their power over government, in the face of growing violence and instability from growing inequality. The point of fascism is to protect capitalism from these growing threats by creating a police state, deflecting blame for hardship onto minorities, and handing off chunks of the government to the wealthy through privatization. The wealthy and the government essentially merge, they become the same people with the same goals.