My girlfriend is American and she was asked a couple days ago here in Europe what is up in the US with Dallas and guns and police and Trump etc. It was not rude, it was just small talk.
But ultimately it's also a novelty to her. She can go back to the US and not feel out of place. An African American cannot unless he stays in majority-black districts.
Relatedly, a friend of mine worked in Switzerland for eight years, making very good money as a programmer. I asked why he came back and he said "because I always felt like an outsider."