To force me to buy a gun and learn how to use it might go against my religion and my right to protect myself as I see fit, which doesn’t involve a gun. So, that law would be a violation of my constitutional rights because the individual State is circumventing those rights. Another example: Most airports are on land owned by local govts. How does TSA have jurisdiction to demand that I submit to their invasive search procedures? Why isn’t my state protecting me from the feds on things that really matter (unreasonable search)? The tangled web of federal and state/local mandates and rights of the people are bound to collide soon.
The founding generation passed a law in 1792 requiring all able-bodied male citizens to possess militia arms. There were no religious exemptions in that law. Putting your butt on the line was the price of being a citizen. I suspect strongly that they knew what the Constitution said. Certainly better than some here at FR.