I think more than anything, it's philosophical. This country was founded under the radical philosophy that the individual was not subservient to a ruler or central government and immediately became a beacon of hope for people from every corner of the world. The ability for the individual to protect themselves and their families from tyranny perpetrated by other individuals or groups is essential to maintain that independence.
Of course, our government made every effort to keep indigenous peoples from enjoying that right and it turned out badly for them. Our government denied slaves the ability to protect themselves and the practice thrived for generations as a result. World history is filled with examples of tyranny against peoples denied the right of an effective defense.
Some modern societies depend upon the altruism of their local and national governments to maintain their safety, ours has shown itself un-deserving of that trust. But that's must my opinion.