I still wouldn't classify them as part of the state; they may act in the interest of the state (knowingly or not), but they have no institutional power, even if those who are part of the state may use their institutional power to defend them in some cases. Cuba also has an extremely high level of gun ownership and its gun owners also act in the interest of the Cuban state (which is also in their own interest), but I wouldn't say they're part of it
I don't think any of us would argue that the government (meaning the president, the congress, etc.) is the state; it's just there to hide the fact that the big bourgeoisie is fundamentally in control