First: I live in the UK. I've never wanted to kill someone. If I could legally buy a handgun and use it on a shooting range I would. Let's say someday I, for some reason, become a psycho and want to kill people. Right now I don't have anything like a gun to use, best I could come up with is a kitchen knife. Under US gun law, I'd have a glock, even though when I purchased it I had no intention of using it illegally.
Second: Imagine a psycho in a country where you can't own guns. He could buy a gun on the black market - hell, you can even do that online with bitcoins now - but a.) this creates a waiting time between when he wants to do it and when he can do it, during which he might change my mind and b.) there's a chance he might get caught while buying it - if it's legal to own and carry a gun, then he a killer isn't breaking a law until he starts killing, so a smaller chance of preventing him.