Because we have a constitutional right to said guns so we don't take removing them lightly. That said if someone has any history of violence, crime, or mental disorder I'm 100% in favor of removing access to weapons.
There was no Constitutional right to carry a gun- or to own a gun- until 2005, and the 2005 Heller decision only covered keeping handguns in the home. Exactly how far the right extends beyond that is very much not settled law.