That's not entirely true, at least in the United States. That's part of the purpose of the 2nd amendment. We cede some of our rights to use force to the government, but things like Castle Doctrine and the 2nd amendment mean we also retain those rights in specific circumstances.

Another aspect of the 2nd amendment people often overlook (particularly gun control advocates) was that it was originally intended as a check to the power of the army. The idea being that should the government ever try to use the military to suppress the public, that an armed public would be able to fight back and presumably being bigger than the military, win. That theory has been greatly eroded in the last 70 years or so by the increasingly large gap between the weapons the military has access to and what the public has access to. Back when the constitution was drafted a rifle was a rifle was a rifle, and 200 soldiers versus 1000 citizens all armed with rifles, the citizens would likely win. These days with the military having tanks and jets and nightvision and all manner of other advanced weapons (including the much debated fully automatic rifles) means that your average group of citizens wouldn't stand a chance against the military in serious armed conflict.