You guys are too focused on the 9/11. The history is different from our world's. The episode said that even before 9/11, gun manufacturers/gun dealers were trying to profit by marketing guns as a countermeasure to devils. Perhaps we can assume gun laws in various countries were also affected, to be more relaxed (compared to our reality) so that folks could defend themselves from the devils/fiends that could lurk anywhere. However, this also, apparently, created a situation where not only criminals had more guns, but gunfights in general were commonplace. It's easy to imagine, in fact, if every joe has a gun and any sudden movement in the shadow of night could be interpreted as a devil or weirdly acting person could be suspected to be a fiend. There would be a whole lot people who shoot first, inspect later. That would certainly increase the fear of guns.