Yeahhhhhhhhhhhh. People bring us (Australia) up all the time. Our gun murder, violence, and suicides were just replaced by other things (syringes are a fun one!). Incidentally we have had mass shootings since our 1996 buyback miraculously stopped all mass shootings; one of the most famous ones was a terrorist siege (potentially links to ISIS, but I don't remember) where not only did they use a gun, but it was one that was certainly not possible to legally buy here...
I also have heard a story from someone who knows someone who knows someone who was smuggling and selling handguns and other weapons in the past 10 years. So. Yeah.
Also most states we can't legally carry any protection (not even pepper spray), and even the right to defend yourself and/or your property can be legally iffy.