You realize that consumer privacy protections and gun control are not mutually exclusive, right?
I realize gun rights can coexist with consumer privacy, but in today's polarized political environment the two rarely coexist in any given state. In an ideal world you'd get both, but we don't live in that world. I choose to live in a place where the human right to defense of self and family is respected and address the privacy issue by not patronizing businesses that don't respect my privacy. YMMV
If it's worth doing, it's worth doing for money.