It’s a thing.

https://en.wikipedia.org/wiki/Pink_Pistols

I think that it’s partly because gun rights get associated with social conservativism in the US, because that’s just how the political parties have happened to align for their political advantage. The Dems have a big contingent that object to firearms, and the Republicans a big contingent that has a problem with homosexuality.

If the particular combination didn’t cross lines of political association, I don’t think that it’d be such a big deal. Be easier to find groups who wouldn’t hassle someone on one point or the other.