The danger is not depressurisation, the danger is damage to the flight control systems, damage to the electrical systems, punching holes in fuel tanks (and probably making a bit of sparking and friction heat while at it), puncturing a landing wheel and the like. There are many, many ways a small hole in a vital part can endanger or even disable a modern airliner. Add to that the danger of a sleep deprived, stressed out person on a red-eye shooting an innocent he believed to be a terrorist, or just that f-ing annoying kid who keeps crying and kicking his seat... Also; seeing as there is no such things as a clear shoot inside the anxiety tube that is an airplane, you are going to hit something (or someone) that would be better off with no holes in it - even if you're firing at a legitimate target.
I much prefer if those who can legally carry check their guns on boarding - over here in Europe at least there used to be (might still be) a strong box up front where you could store such things as guns.
And honestly; if you're so attached to your weapon that you can't be separated from it while flying, perhaps driving might be a better solution for everyone involved?