When I was a young and earnest Canadian I met some real live Americans at a model UN, and was able to put it to them that "it is insane that in the States you can legally own a gun, which represents the ability to instantly kill anyone at a whim, but if you show them your nipples you will be put in jail, but only if you are a woman". They acknowledged that this sounded weird but insisted that it had to be right because it just was, and what sort of a jerk was I for pressing such an unreasonable comparison at them. Cultural truisms are disturbingly resistant to logic.
Having lived now in both countries, I think the reason for this difference is that in America there is a far greater sense of floating imminent threat than in Canada. People here seem far more worried about crime and being attacked, and sometimes seem surprised at how unconcerned I am. I've had to soothe Americans, when walking through urban Toronto late at night, that there was absolutely nothing dangerous or silly about what we were doing.
So in America there's a greater sense that you have to defend yourself against facelss threats, for which purpose owning guns makes a lot of sense. In Canada, though, guns don't make you any safer because you already feel quite safe. To a Canadian (and quite a lot of urban Americans) the only real use for a hand gun is for making trouble, so they naturally regard it as crazy that you would want to allow many people to have them.
Now, American fears are somewhat justified by the staggeringly higher murder rate south of the border. But from a Canadian point of view this is extra irony, as the higher murder rate stems entirely from elevated rates of handgun deaths (mostly between people who know each other - statistically strangers don't often kill strangers), thus apparently confirming that guns are good for nothing but making lots of very deadly trouble, and banning trouble makes perfect sense.