Well they could come to the US like Lennon and Versace did, and, err, get shot dead here instead, because, err, it's safer, because, errr, guns are more freely available.
I don't think armed bodyguards with Uzis did Reagan much good either when he was shot square in the chest by an untrained kid with a .22
Bottom line. If someone wants you badly enough, you're most likely dead meat even if you happen to be President or some rich soccer star and his warbling skeleton of a wife.
Mike H