You should say that, unless they smell it or there's reason to search, you can get away with saying "no I don't have it", do you realize how many people do this for...everything, and get away with it?
Criminals will get guns via the black market, they are criminals. They will go out of their way to secure guns for themselves, this is a fact. So, closing down legal gun shops prevent non-criminals (people who don't harm others, thus not presenting a problem owning one) from getting new ones (over a million people in America own them already) and how does this stop criminals who will get them easily via illegal means if this were to happen?
Your proposition basically states "close down legal gun shops so non-criminals can't buy them" which makes no sense as there's no reason to do this, then not proposing any solution to criminals getting guns, because criminals will get them weather the are legal or not, it's not going to slow them down, all it means is that instead of buying it in a store, they'll buy it from the guy in the house down the street who wants to make a quick buck, or from one of the underground markets for them (which would grow substantially because now they are in high demand).
Your argument isn't making any sense towards stopping criminals getting guns.
You have THE most trusting cops on the planet. "Do you have weed?", "No", "We'll I've heard everything I need to hear, now run along sir".
So basically, you're theory is having a gun prevents people from shooting you? Heres a house breaking scenario:-
Someone enters your house with a gun. You go down strairs with a knife. His back is turned. You stab him.
Someone enters your house with a gun. You go down stairs with your gun. His back is turned. You shoot him.
Someone enters your house with a gun. You go down stairs with a knife. He sees you. He shoots you.
Someone enters your house with a gun. You go down stairs with a gun. He sees you. He shoots you.
In summary, unless you are trained with a gun, you've got a 50/50 chance of shooting first (probably less if the criminal is experienced). You have just as must chance of using a knife and getting the same success. If you are trained with the gun, then in any scenario you will be allowed to have access to one.