"Psychopathic spree killings are such a low-probability, extreme event that there's almost nothing you can do, at a public policy level, to influence them. "
This is completely false. Being rare doesn't mean there aren't things that can make it even more rare. Many countries have taken steps that make these events far less likely.
You're right - I misspoke there. The OP was more careful, and discussed "iatrogenic" harms (an analogy to medical harms that arise from an attempt to treat a problem).
So, I'll revise what I'm saying to this: if you have a measure that you want to take that is only justified by such extreme events, it's probably not a good idea.