Not at all. If for example, I was denied a license to carry a concealed weapon, I could sue in federal court, under both the 2d and 14th Amendments. Would I be successful. Depends, but many perceived rights infringement issues do not require arrest.
I'll challenge them wherever, and that's what I'm doing now.
Hopefully not with me. I'm in no position to change anything.
No. The very fact that you applied for the license means you admit that there is no right to claim. Any suit must apply to the due process of the denial of priviledge. Denial of right in the case of criminal law, requires arrest and the appropriate court venue. Civil suit does not apply to acts of legislatures covering crimes.
"I'm in no position to change anything."
You're challenging the plain English contained in the 2nd Amend to the Bill of Rights.
Sure there are, but the Courts generally invoke the "Cases and controversies" rule with regards to the second amendment, and require a violation of the law in question. In your example, you haven't violated any law, but you still might have standing to sue under equal protection, but you'd have to be challenging the licensing law, not just your denial, to invoke the second amendment.