Nothing guarantees safety and owning a gun is absolutely not wrong. Using it improperly is wrong for sure but simply owning one is most definitely not something that's wrong.
It's certainly something that depends on how you grow up. If you grow up in an area that does not allow guns and only criminals and police have them, then one likely doesn't understand well enough what it's like and the meaning behind it.
Is not bad owning a gun, yes but the problem is, it is mostly misused. But is a good thing your country accepts it and you were trained well, so you use it properly.