I do agree that people will think that way, but it's actually not scarier. Giving the government the power it has, implies the government can basically do what ever it want. It has secret courts, secret arrests, and secret police. That is way more horrifying than the very small risk of being shot - which the numbers don't even fully support that it's getting worse, unjustified, or even preventable. I recommend the Through the Wormhole episode: are we all bigots?).

That being said, I do think we whould always be wary of police and generally question the government. It's important we keep into perspective what's actually a threat and whats just unfortunate. Both should be improved, but one (the NSA) can prevent any sort of improvement, the police shooting rate seems to be more of an over reaction and mistake that almost everyone agrees should be fixed.

https://www.washingtonpost.com/news/wonk/wp/2016/07/13/why-a...

http://www.sciencechannel.com/tv-shows/through-the-wormhole/...