Because it represents something they CAN'T control.
A perfect example of why they don't want private gun ownership are the so-called "peace" rallies that have popped up recently. The left wants to be able to amass themselves into mobs to intimidate those who would oppose them. A punk with a Molotove cocktail isn't so threatening when he can be dropped from a safe distance before he gets within range of your store/car/home.
One of the hallmarks of the left is victimization. Being a victim confers status within their ranks. The left wants you to be a helpless victim, totally beholden to government for everything. Those who own firearms are saying to hell with that and taking responsibility for their own safety. One of the fears of the left is that women will embrace firearms ownership. Once that happens, the left will fold, for it is women who keep it alive and elect the likes of Clinton.