By "gun lobby", are you referring to organizations like the NRA, which get most of their funding from concerned private citizens with no financial interest in weapons manufacturers, who simply care a lot about defending their fundamental rights?
Additionally the NRA gets lots of money from corporations and big ticket donors. This seems to typically be around 30% of their income. While a smaller amount overall, this has an oversized weight as one big ticket donor coming and complaining the fear of them taking their money and going home is a lot scarier than a normal membership fee.