It just depends on where you live and how people behave in certain situations.
If I lived in the US, I'd probably have a gun at home, because the probability that it will protect my life outweights the chance that someone might get shot accidentally. (for example if you have children at home)
But in many western european countries you have almost no upside by possessing a gun (because you just wont experience a life threatening situation with a burglar), just the downside of your children possibly somehow getting their hands on the gun, no matter how safe you stored it.
A different sort of wrong than 'technically wrong' perhaps.
http://sandiegofreepress.org/2013/01/some-factual-gun-statis...
There was a very high profile case a while back where a farmer shot some intruders and went to jail. It made national news because it was so extraordinary for an intruder to be shot.
Of course it triggers the debate of how much force should you be able to use and we go round again.
And I'd guess that Europeans doesn't include Brits in your statement.