It is the law of averages. The population of New Zealand is comparable to the metropolitan area I live in, and we are only the fifthe largest city in the U.S. The total population is about 4.5 million in Phoenix. In the U.s. on a whole there are about 314 million people. Just in shear numbers we are about 100 times more likely to have murders that are reported. Couple that with the melting pot of races that choose to feel persecuted and picked on, and there is a high likelihood that someone is going to come uncorked.
What it really boils down to, though, is that our founding fathers granted us the right to bear arms, and we don't roll over like he citizenry of some countries.
Incidentally, about half of the worst mass shootings have happened in countries with varying degrees of gun control, including New Zealand. All combined, the population of the other countries where this has happened approaches the population of the United States.