The fact that guns are ubiquitous in the US means that an oppressive regime cannot use their monopoly on guns against the people. I'll take that side of the bargain any day.
I'll also note that a high number of guns per inhabitants is not always correlated with a large number of firearms crimes (see Finland or Switzerland). On the other hand, you have enough examples of lunatics killing a large number of people with modern firearms that I feel a lot safer in a place with tight gun laws than I would feel elsewhere.