here are some reasons:
-alot of them grew up with the 'guns are bad' mentality, or fell victim to the media like alot of other normal average-income people. they could have had bad experiences, etc. etc.
-basic 'nobody needs a gun unless you're police or military' opinion. Alot of them arent hypocrites who own guns while saying that they dislike them. Alot of them just dont like guns, and wish for that utopian sciety that will never happen.
-they emphasize the 'need' argument in the elitist way. Since they are famous, they feel that they need a gun to protect themselves from crazies like ransomist kidnappers and the like, whereas you would count as one of the crazies that they refer to. To them, you can call the police or use a baseball bat, because you're not as close to the system like they are in terms of taxpaying and political activity, and therefore are not capable of handling the 'responsibility'.
-self-interest. Alot of them can just throw money at any problem that comes their way, and afford anything they want. They dont care about gas prices, healthcare, or the average person getting their guns taken away and having to pay draconian fees to retain the limited right, whereas the celeb can just pay the fees without batting an eye or feeling the pinch. All they care about is keeping their money. With that in mind, they'll be active in any way to get more money by earning more publicity, which explains why so many of them will say anything you tell them to if it comes with a check.