All "active shootings" (mostly not school shootings) in the US kill only about twice as many people per year as lightning strikes. Pretty sure not many people think about those.
There is, it's just that we've been doing it for so long that it's gone from being a decorative motif to a boring and ugly background feature of the architecture: https://en.wikipedia.org/wiki/Lightning_rod
The metal shell of most vehicles also protect the occupants from lightning strikes.
A lightning protection system only protects the building and the equipment attached to it. I suppose you could make an argument that it protects occupants from fires caused by lightning strikes, but it’s there to protect the building and equipment first and foremost.
Fun fact: lightning rods are called air terminals.