"An armed society is a polite society. Manners are good when one may have to back up his acts with his life." Robert Anson Heinlein, beyond This Horizon, 1942
Yes, fewer mass shootings, but maybe more single individual shootings, and that IS preferable.
N. N. Taleb makes the point, in Antifragile: Things That Gain From Disorder (Random, 2012), that many small catastrophes are preferable to single big bubble-burst catastrophes, a la banking, real estate or the dot-com.