True, but if the gun did not exist, the psyho could not have pulled the trigger. Without a gun, the psycho is unarmed and inable to kill someone rather effortlessly. The person killed may have been able to defend themselves in ways that are impossible when a gun is in the situation.
Likewise, by analogy nuclear weapons should not exist. There is no reason to use such a weapon in war because it completely defies the purposes of war: to kill one's enemy and use their resources. In a nuclear strike, one's enemy's are killed, the resources are completely destroyed, and civilians are killed and people keep dying from radiation poisoning long after the war is over. If it didn't exist, we would not to need to fear its usage in total annihilation.