In my opinion, I see two messages here and not everybody will see them both at once.
1- Gov't "nanny state" robs people of means of defense. People need guns to fend off Nazis and other enemies, foreign and domestic, of the state/populace.
2- Gov't "nanny state" robs people of means of defense against criminal element and "we should all have SMGs."
In my opinion, the costuming gives an aura of what we should worry about rather than who should be worried enough to pack iron.