Their fear of guns is, in fact, completely rational.
Chekov is arguably the greatest author of short stories that Russia ever produced. My English 101 instructor at Lansing Community College explained "Chekov's gun" thusly:
"Remove everything that has no relevance to the story. If you say in the first chapter that there is a rifle hanging on the wall, in the second or third chapter it absolutely must go off. If it's not going to be fired, it shouldn't be hanging there."
This principle is known to everybody who tells stories, shares jokes or writes blogs. It is not what you say. It is what you leave out that guides the story. It is similar to the principle of carving a statue of an elephant. Remove every molecule of marble that is not "elephant" and the elephant that is hiding in the block of marble will be revealed.
The average American spends 34 hours a week watching commercial television and additional time watching movies in theaters. Even the "news" is as scripted as one of Chekov's short stories. If the intro mentions that there was a butcher knife in the kitchen you can bet that it will be plunged into somebody before the report ends.
TV/media has become the foundation of the average American's reality.
If the talking-head reports that the Thanksgiving host is a hunter, you can be sure that his gun will go off. WITH THE SURETY AS IF THE GUNS WERE POSSESSED BY DEMONS!
The simple fact that a gun exists (or, more accurately, that the audience is made aware of its existence) guarantees that somebody will be shot. It is in the news. It is credible.
Sometimes it is even funny
If a bad guy is shot and blood starts leaking out of his mouth, he will die in the next scene. It does not matter if the hit was a "kidney shot" or severed his femoral artery; death cannot occur until after the bad guy starts drooling blood. One would think that people who are shot would learn to swallow. Given the rules of cinematography, the act of swallowing should prolong life at least until the end of the episode.