"It's complicated."
There are lots and lots of superficial explanations given... but if you dig deeper, perhaps we eventually end up at the reality of societal core values. Specifically... in the USA, people tend to value things higher than people. Much of life is centered on the idea of "what we OWN" and "our PROPERTY," and the sanctity of human life fades more into the background.
Point being, somewhere in the deep recesses of US culture, it is deemed to be OK to shoot (at) someone who's trying to steal our stuff. I don't think that holds true in Finland; in Scandinavia.
Am I wandering off-topic? Not exactly... people in the police force in the USA were raised within that cultural framework. Life is — even if people will SWEAR otherwise — "cheaper" in the US than in Finland (and most of Northern Europe, I'd guess).
As to why it is so? I can speculate that the US is a very young nation, in the sense that "the wild frontier" where you (literally) had to protect yourself and your stuff and be your own law... is no more than 150 years in the past.
In most of Europe, it has been 1,000+ years since there was a "wild frontier," in that sense. Not suggesting there wasn't wars and violence... but there were laws of the land to various degrees, going back many centuries.
At least that's my armchair anthropological speculation!