States with strict gun regulation primarily have it because of violence that already existed prior to regulation, whether in the form of gang problems, terrorism, or otherwise. You don't call for regulation of something that's not a problem - if nobody ever got killed by a gun, nobody would ever have thought to regulate them.

The question is why Chicago has problems with organised violence and other places don't to the same degree. I think if you look into it, the reasons are significantly more complex than "one place has more legal guns" - the data for that hypothesis doesn't make sense when plotted on a chart.