You are allowed guns but the reason that you have for owning a gun has to be a little bit more than "because I want one".
Also the decision about whether or not you get a gun is up to local police. And they can deny you for any reason they like including that they know you to be a frequent flyer.
But really it's more about the fact that people aren't really interested in guns outside the US. In the US they are a cultural thing, outside they are just a tool but a useful to have if you need to make use of that tool. I don't own a gun for the same reason that I don't own a quad bike, I'm not a farmer and I live in the city, so I don't need one.