I agree that much of what the TSA does is security theater, but... at least we got that? It shows that we as a society cared enough to "put on a show" of protecting ourselves from terrorism.
The clear, most effective way to reduce gun violence is to reduce the number of guns. (cf. every other developed nation.) However, the current interpretation of the 2nd amendment seems to make that difficult.
It's precisely because we have far more control over heart disease that we do not fear it.
I can accept getting heart disease—maybe it was my fault?—much more readily that being actively, senselessly, killed by someone else. Terrorists know this too, which is why definitionally terrorism is meant to induce fear by way of its unpredictability.
You wrote "security theater" to imply that we shouldn't attempt to address terrorism and school shootings because they don't kill enough people. I think that we ought to fund research into good, effective, ways to reduce gun violence _because_ it's something that we don't control ourselves.
I can control my own actions, so my worry about heart disease can inform my dietary choices.
We can control gun violence by influencing culture or changing laws, so gun control is an appropriate subject of worry.
We cannot control the sun going supernova. We shouldn't worry about that.