You have to take Trump's statement in context with other things he's been saying recently. When the man talks about Clinton he isn't attacking her policies really. He's attacking
her. He's been saying over and over again that there's some sort of conspiracy headed by her to rig the election against him. He's thrown around the idea that Scalia was murdered and that the media and financial establishment is somehow under the thumb of the Clinton campaign. If one is to try to fit all of his statements into a coherent narrative (a Herculean task frankly) then this is what you get: Clinton is an almost satanic creature (not person,
creature) who is somehow controlling the entirety of US politics and discourse as well as the economy either for the sake of her own personal enrichment or out of sheer malice and hatred of Americans (and especially their guns!). In Trump's view Clinton is not a political candidate. She is a threat to all human life and must be exterminated. If he loses it is because she uses her clearly limitless control of US politics to commit electoral fraud.
This kind of paranoid, dehumanizing, and conspiratorial thinking has violence as its only logical end point. Trump is operating off the principle that democracy doesn't really exist (unless he wins of course). That's a dangerous idea to spread around in a society with as many armed militias as this one. That he then comes out, after months of getting criticized for this increasingly batshit rhetoric, and throws out the possibility of people assassinating her as if it isn't that big of a deal, should scare the shit out of people. And just so we're aware of this, this kind of bullshit is taking root in people's heads. Go look up videos of Trump rallies. "Lock her up" is one thing, but recently it's escalated to "hang the bitch" and shit like that. People don't just want to vote Trump into office, they want to legitimately kill Clinton.
When we start making light of political violence, that's when democracy has failed entirely. At that point discourse is an impossibility. There's only extermination and Darwinian violence. There's no rationally engaging with people who consider you pure evil and refuse to listen to any point of view that doesn't confirm their prejudices.
That's why people saw Palin's stupid map and were disturbed by it in light of what happened to Giffords. And it's why people are rightfully disturbed by this shit also.