Why are Americans so shocked when it comes to Mexican drug cartels?
Because none of the drug lords (or their associates, for that matter) have shot up a school.
Mexican Cartels and School Shootings
Explanation
This joke plays on the contrast between the public perception of Mexican drug cartels as violent and the grim reality of school shootings in America. The humor comes from the unexpected comparison, suggesting that drug cartels are 'less' violent in this particular aspect.