I'm in the US, and people are afraid of guns. The reason why the "law" can't be changed is because it is an amendment to the constitution, and is insanely difficult to change in today's political climate. Not only that, the gun lobby is very powerful and controls many government officials.

In reality, the vast majority of humans would freak out if they see someone brandish a gun in public, especially if they believe it to be real and loaded. Even in open-carry states where some weirdos do just that, the normal folk are still scared and try their best to move along and not be targeted.

Remember that the reason gun restriction laws exist in many countries is precisely because of the fear of guns. They are very dangerous, and fearing dangerous things is expected and normal. That explains why the gun devil is so powerful.

As for the gun devil simply existing, it doesn't need a lot of fear. I don't think chainsaws command as much fear as blood or bats, but Denji exists. Even a moderate amount of fear seems to be able to spawn devils. There is also that worm devil.