The comparisons to other countries regulations & rules I learn from media coverage, let me derive an individual opinion. This opinion can be contradicted and revised by experiences I may make in the future. For now, I think - it's better not to posses a gun. Even I think it's a lot of fun to go on a shooting-range without years of certifications, which are needed, if you want to do it here. Also, not possessing a gun let the policemen be relaxed on this topic and not to start shooting because of the fear "it might be a gun, one reaches for in the pocket.", for example.

"as an European" is just to express that "I live in a different world with other rules and so my thinking is based on that". It's not an offense. Its rather a framing in the start of an discussions, so each participant already knows the positions and can adjust the discussion-style/arguments/...

Why do you feel strange? You're given the information about your discussion partner upfront and don't have to do the work of finding out, with a possible discussion-breaking argument? How can I do otherwise? Not mentioning it at all would do it, but then I may have to explain why I think like that and not the other way.. You care to explain your view on this, my friend? :)