A gun is more effective and practical than a knife or an RPG. It is easy to use, relatively safe and reliable, affordable and easy to carry. In a very rural area not every threat is a person, for example a bear, and guns aren't exactly exotic technology. They've been around for hundreds of years. Trying to put the cat back in the bag is hopeless.

In particular in the US there are more guns than people. Attempting to confiscate all those guns would inevitably fail and likely lead to massive civil unrest. It would also fail to prevent criminals from still having access to guns.

Perhaps an arms-race is unfortunate but unilateral disarmament on one side is not a practical solution to the problem.

FWIW the US is not the only country where citizens are allowed to have guns. Look at Switzerland for an example.