Not electing the guy who probably helped plot the assassination to the office of POTUS would have been a start. There's a whole lot of daylight between "he wasn't killed by a lone gunman" and actually taking some minimal steps to identify and oppose the people responsible.
While the majority doubt the lone gunman narrative, I don't think there is any majority consensus beyond that. People have loads of different theories, different ideas for who the perpetrators were or what their motivations might have been. It's easy to say that something should be done, but actually getting that something done is another matter.
But what can anybody do about it?