I'm sorry to inform you that the game takes place in America... Specifically New York... Where New York's laws are in place... So it's relevant information.
As for why the conversation option was there. I can't tell you what it will later effect but that was an archetype choice.
Noble/Heroic Null doesn't want to resort to using a gun because killing is against his morals.
Conflicted/Practical Null understands that a gun is good for self defense.
Bitter/Anti-Hero Null is just done ending up in the infirmary and willing to put super villains in the ground or at least make people hesitate once they see he's packing.
Edit: Laura doesn't use or need guns. Girl can outright dodge bullets in some cases. The only character I can think who'd scream about the second amendment would be Deadpool but in an ironic way since he's Canadian and probably doesn't even know what the American Constitution or Bill of Rights says let alone care about it.
That's a strawman, it's not like Null immediately muses about the failures of American healthcare and the lack of single-payer state amortized general insurance every time he gets hospitalized. Which is kind of what he is doing in that gun scene, lol.
Maybe y'all should give him a bitter, conflicted and heroic option about that too the next time he gets comatose.
"It's evil for private healthcare to deny so many claims of innocent Americans!"
"It's not a fair system but it puts less burden on those who do not wish to partake in it, and individual freedom is what this nation represents."
"Fuck it idc fuck them kids"
I'm just saying it's an awkward choice, since the game doesn't really care much anywhere else.
Then again I kinda hate the whole archetype system anyway so I'm biased ¯\_(ツ)_/¯
