The need to be responsible is inherent in the ownership of a deadly implement that has the capacity to harm others. Insurance can be priced to be less expensive for responsible gun owners than for irresponsible ones.
In technical jargon, the dilemma with gun (or automobile) ownership is that each involves "externalities" - the risk that the gun, or car, will be used to harm others. In the absence of insurance, folks fail to consider the broader social costs of choices like buying a gun or car. An insurance requirement is a practical and fair means for making potential owners of guns, or cars, take into account these potential social costs, and (by skillful underwriting) encourage responsible behavior by reducing premiums for such behavior.
I not only have vehicles and firearms, I have tools. Used properly, these can fell trees, cut timbers or firewood, build a house, plumb it, wire it, etc.
Used improperly, those same tools I use to prepare dinner could be used to kill and dismember a person. Now, I have no desire nor intent to ever use my good chef's knife for something like that, nor any of the other tools I own, but that danger sure exists in the wrong hands. Carrying this ridiculous nonsense to its inevitable conclusion, any point object over 3 inches (the usual cutoff for a knife to be considered a "deadly weapon"), any edged device, any power tool (whether electric or gasoline power), any long handled garden implement (and some short handled ones) scissors, pencils, pens, sticks, bricks and rocks, wood chippers, compressed gasses, flammable liquids are all potentially deadly devices, and we haven't even gotten into elongated fibers and woven products like yarn, scarves, and neckties which could be utilized as ligatures, power cords, ropes, twine, and strapping tape, and then there are those evil buckets and plastic bags and zip ties (industrial sized). Well, shit, the list is endless.
Do we have to have separate insurance policies for all that stuff? Every one of those things could be and likely has been used as a murder weapon by someone. And then, to get back to basics, there are always sticks...especially the pointy ones, or ones stout enough to use as a club. Not to mention "blunt instruments, including hands and feet" which have been used in large numbers to kill people every year.
Cain smote Abel with a rock, the first documented murder weapon. Being a geologist, I have an assortment of nice rocks I brought in from the wild, tamed, and taught not to jump on people's heads and such, but will I get a discount because I am a professional or will I have to pay full rate for having rocks around?
Life is dangerous. No one gets out alive.
Handle it.