I don't know anything about 'Skillet', never heard their music, but I have read articles about the singer, who has said things like, "Rock and Roll does not belong to the devil. It belongs to God.", and called COVID a, "pandemic of fear." He is one of the few musicians who spoke out against vaccine mandates.
There was less than 20 murders in Wyoming in 2020. The odds of being 'shot dead' there are virtually zero.