My considerably thought out but completely unconfirmable guesses are:
Some of these countries allow much less access to guns, but I don't think video games, violent movies, or divorce are any different there.
Some of these countries make it easier to institutionalize people, but I can't think of any countries that regularly institutionalize these types who don't display major red flags.
I think there is a lot less pressure for success in many other countries (some in Asia being an obvious exception, but that's as to academic-type achievement - I feel like the U.S. is very unique in its emphasis on having it all).
Most other countries have a lot more social structure so there's a lot less agonizing about what to do for an education/job.
It's a lot easier to get away with crimes in most countries, with much less chance of heavy sentence or the consequences that happen in the U.S., so a lot of them probably take out their frustration in smaller ways instead of feeling like they have one shot to take a chance and lash out at society.
I also feel like the U.S. is very black or white in how the media/society focuses on things, yet preaches an ideology of freedom, which causes rage at society for being "hypocrites." Most countries have really obvious strict moral standards that seem ridiculous to us, but are predictable. I feel like Americans always think there's some perfect way something could have been addressed, right or wrong, and the appropriate social rule constantly changes or doesn't even exist. The media always talks about personal responsibility while blaming everyone for any event that happens. This is a perfect example - you have all these outraged voices blaming everyone for this but in the next breath they'd bash anyone who does or does not want gun control, does or does not want to lock up any slightly 'off' person, does or does not blame the parents, or refers to autism. They never acknowledge that issues are complicated - everyone is the bad guy. I feel like in most countries, the bad guy is more clear, even if it's pretty terrible and ridiculous (like countries that always blame the woman for any crime). I feel like the way we do it breeds insanity because there's just no way to feel on the right path if you are the kind of person who dwells on these things.