From that list, I count 16 events in the US and 4 in the EU. Populations are 501M (EU) and 316M (US) (Wikipedia). So 4:1 incidence rate, 6:1 adjusted for population. Very similar to the overall homicide and gun death rates.

I'd agree that Scandinavia has a bigger problem (EU would be at 2 without Finland). (Norway is not part of the EU, and I also didn't count the US soldier going on a rampage in Afghanistan).