My own children are forced to hike adult distances and work hard on tasks they find unpleasant. Hopefully this will lead to strength in the face of adversity.
I grew up in a (relatively) rough part Chicago and in spite or because of the depressed nature of the place never saw a lot of horror movies growing up.
Now working with a lot of people who grew up and live in suburbia on a steady diet of horror movies, I am amazed at the amount of fear and anxiety they demonstrate when dealing with anything vaguely paranormal or the thought of an intruder.
I know numerous people who sleep with a gun under their pillow even though statistically crime (especially violent crime) is stunningly low in the places we now live. They take precautions I never even considered growing up even though break-ins and muggings happened regularly in the neighborhood.
This is 100% idle conjecture on my part, but I always wondered if horror movies played some part in such behavior.
If kids aren't scared by Aliens, then the movie failed. Being scared by Aliens even though they know it isn't real doesn't mean that the movie inappropriate for them, it means that they are handling the movie as adults do.
Sticking with your original context of people owning guns for home defense, while I would never assert that they do so directly in response to horror movies or suchlike, I would argue that such movies often serve an ideological function of embodying our social fears so as to domesticate them, and that this can heighten the perception of risk.
Drop me a line about this if you'd like to continue the conversation. I'm very interested in psychoananalytic approaches to film theory and would be happy to discuss it further.