Actors play roles for money.
I guarantee you that Sly didn't accept the role of Rambo because he liked guns, he did it because the pay was good and it was work.
Actors play serial killers, doesn't mean they like to kill people in real life. Actors play doctors, doesn't mean they have a medical degree. Actors play pilots, doesn't mean they can really fly a plane. I could go on and on.
My point is who cares whether an actor is pro or anti gun, their opinions mean nothing to me and just because I may not agree with their political views does not stop me from wanting to watch movies.