I can imagine there's something to the fantasy of the single well-trained marksman performing a heroic act, but in the conservative fantasy several people would pull out their guns in a dark, noisy, smoky room and instantly no one would have any idea who the "bad guy" actually was. One significant identifier of "the bad guy" is that he's the one with the fucking gun. They'd all just shoot each other. And everyone in the way.
Life's not a movie.