Just like a sword is protective against another sword, a gun is protective against another gun.

Someone swings a sword at you? Simply parry the blade.

Someone shoots at you? Simply shoot the bullets out of the air.

Nah, but the honest response is that guns are relatively commonly referred to as 'protection' (at least where I am) and I thought the word bit would be funny here, and also because it was my first thought. For what it's worth, I agree with you that guns aren't protective as a whole.