What are two columns the U.S. ranks high on? I'll give you a hint: number of guns (more than any other country, most are western), and number of gun deaths (top 10 in both lists, most non-western). 

Your idea that the data is "pretty much the same everywhere" is not true. On average there are more guns AND more gun deaths per capita here. This issue is endemic to the US, who happens to have MANY more guns than any other country both in raw totals and per capita.

Which is more likely? That the United States is actually really good about gun safety but we just have SO MANY more insane people? Does that conclusion even make logical sense? Or that deregulation and over-saturation of guns leads to more gun violence?

Yes, killings will still happen. Deranged people will still exist. But, if we could learn a thing or two from other western countries and could prevent some of that violence shouldn't we?