Because, if the government has a monopoly on weapons, what is to prevent it from suppressing all of our rights? Governments are not to be trusted, not even the best of them. USA's treatment of blacks and native Americans proves this beyond a doubt.
Remember, Germany was one of the most tolerant, open and liberal countries during the 19th century. It was the world leader in many sciences, especially chemistry. It was also a world leader in music. Then, in a couple of decades, it degenerated into a monstrous tyranny that murdered millions. Gun confiscation was an integral part of the Nazi tyranny.
From a practical point of view, it is impossible to confiscate weapons in USA. There are 100,000,000 gun owners, many passionate about guns, having a total of over 350,000,000 guns. Who is going to confiscate them? No law that makes 100,000,000 Americans into criminals will possibly succeed. Remember alcohol prohibition. It is IMPOSSIBLE to enforce strongly unpopular laws in a democracy, and nearly impossible to pass them in the first place.