IMHO, Pami, it's a logic thing, and again, no sexism intended, most women are raised from the time they're little girls (barely not-infants-anymore) to respond emotionally to things around them. There are many women who have, through one experience or another, moved beyond this to address "nurture" situations emotionally and "logic" situations with reason, pragmatism, and a coldness that other women can only exhibit when that one core value comes into play: "Protect Child".
Many more women, I think, access their logic centers than men do their "emotion" centers.
How to move to the point where gun=tool? Maybe the lesson needs to come by example, maybe by self-realization, maybe by... I don't know. The classic internet thing about the "gun-cam" (actually an animated .gif file) might exemplify it well. Maybe confronting the fear is the best solution, in the form of clearing the pistol, putting it in a holster, and putting it in the

's belt for a while. ("Toss him/her in and hope he/she floats") Maybe comparison to fire extinguishers and seat belts...

I'm more of the mind that self-realization is best, though sometimes that takes far too long to sink in, no matter which gender. There are males who are scared of guns, I'm sure. I've not met any that I know of, but I think I agree with you that there aren't any men out there who are.
OK, now THAT's sexism.
Blessings,
B