You're right, it's only music.
But the band itself is part of a specific music scene with a typical kind of lifestyle and a general direction of political opinions and cultural life. And most of the fans will fit it, I think, and differences are less common.
In my collection I have some records from racist/ sexist/ nationalistic (metal and oi!) bands, because I like(d) the music, but I am not a fan of them and don't post in any related fan boards.
So: I'm still a bit surprised about your statements.
And: I do not need a gun. And I don't see why anyone could need one.
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