I wouldn't be able to find a link, but I recall a Travel StackExchange question a couple years back where a European was asking how to stay safe from gun violence during their vacation to the US. They were terrified they might be randomly shot by a stranger, or pulled over and shot by the police.
Obviously this view of the US is deeply misguided - but this is the problem our sensational media creates. It makes rare events seems commonplace and irrationally freaks people out.
You might be overestimating how many Americans think anything at all about Europe. I suspect that the US is a lot more prevalent in European news than Europe is in US news.
A lot of Americans unironically do believe that.