Link to episode, relevant bit is near the beginning.

To summarize: In America, any Nazi asshole with even the slightest murderous intent can get a gun pretty easily and then use it to kill a bunch of civilians in a mass shooting.

This is in contrast to Japan, a place with very strict gun control, where it's far more difficult for said Nazis with murderous intent to get their hands on a firearm to act out their fantasy. So what happens is those Nazis, even if they kinda want to kill, are still too lazy to go through the arduous process of getting a gun to do so and are more likely to just stick to the far easier option of posting on 4Chan.

So those people in Japan who do want to get a gun bad enough aren't going to "waste" it on a bunch of no-name grocery shoppers or whatever, they want all their effort to be "worth it", so instead they do targeted attacks on high-profile individuals, most likely politicians, like Abe.

So that's why in America we get plenty of mass shootings, but very few political assassinations anymore.