If you want better baggage treatment on airlines, just stick a gun in checked baggage. I have found that putting a gun in my checked baggage and declaring it gets my bag VERY special treatment. It gets special tagging and individual handling. Drop off in a special area. It doesn't go on the carousel, I have to go claim it with ID etc. Best part is this costs nothing. I know some photographers that learned this trick…
Try that in Europe. Or almost anywhere not US though, and you'll very likely won't be able to access your luggage due to being detained in some cell.
You're allowed to own and transport firearms, with various levels of restriction, in every European country. Farmers and security personnel are the obvious examples here.
Some European countries are far more permissive than that, of course. The Czech Republic, for instance, recognises a constitutional right to self-defence and defence of others with a firearm, and has a very liberal licensing regime for gun ownership and concealed carry of guns for the purpose of self defence. Some Czech courthouses have safe deposit boxes where you can store your guns upon entering.