Americans own guns to protect themselves from psychological as well as physical threats.
(theconversation.com)
I imagine they don't want people telling them what to do, which is hilarious given, you know, chain of command.
I will say that I've met very few actual ex-military personnel who truck with any of this Oathekeepers, III'ers, etc. bullshit. I still remember how kitted out the insurrectionists were on January 6th, looking like they'd purchased half of a Cabela's on the way to DC.