I think it's many factors. Guns are just objects that we use. In the U.S.'s case, I think a large part of it is the culture that is created when you have an environment where many people have guns--many of whom have guns just to protect themselves from other people who have guns.
I'm in Canada, for example, and I even live in a relatively rural area. If someone tells me that he owns a gun, I would wager that there's a ~95%+ chance that he owns it for hunting purposes. Most casual people simply don't even think of owning one outside of that context. I only know one person who owns a gun, and he's a deer hunter.
It's the conceptualization of what guns are for and why they are pursued--that's what seems to be different in the U.S. But that's just based on my experience.