My opinion:
I think it depends on where you live. That might be too simple an answer, but that's what would determine my decision as to what age to teach the youngens about guns. I live in a town where there have been ZERO murders in the past three years and none by firearms in as long as I can remember. I hate to be cliche, but it's a town where people still leave their doors unlocked, and it's safe to do that. Granted I don't have kids yet, but if I did, I wouldn't feel the need to tell them that "guns kill people" at the age of four. It just wouldn't be necessary.
If I lived in an area (I will say urban, although I know there are dangerous rural and suburban areas too - so, any area) that was dangerous -- that had more frequent crime, where guns actually were used, then I might want to consider explaining to my children what guns are and why they are dangerous. It would make more sense, if it were something they might actually come across.
As for death - I don't think children that age understand death whether it's their parent or teacher who explains it to them. That's been my experience, at least, as a former daycare teacher! They can't understand a dog's death, much less a person's. I think in general it's the parents' job to explain it, although they certainly will hear about it at school and on TV.
I don't think the preschool teacher needed to say how King died - I agree with you there.
Just my thoughts, take 'em or leave 'em.
SLM