Now think of the other machine that kills tens of thousands every year, the automobile.
Do we let people operate them in public without any sort of permit or training? Of course not. Because it's bloody obvious that more people would be killed without permits and training. Because, without some huge political fetish about it, reason kicks in and people can understand that operating a dangerous machine is a privilege that comes with responsibilities and the capacity to follow certain rules.
And, in case anyone invokes the 2nd, what sort of well-ordered militia would not train its members how to use its weapons?