There’s nothing for him to do. Most people are perfectly capable of saying, “Oh, how sad!” without the President’s telling them to.
You’re right. We know how we are supposed to feel, and we know how to react. And if we don’t, there is something wrong with us that a speech from the President won’t fix. On the other hand when things are bad knowing we have a leader who is in charge is comforting, but a partisan rally won’t comfort us. It will just remind us why we are already angry.