Arizona and Nevada are both states that gun control advocates hate. Nevada has historically been fairly liberal (using the word correctly, not colloquially) on gun laws; but, as a legal possessor of firearms with no criminal record, I still need to be wary of the possibility that I could make a mistake that would land me in jail.
Arizona is a constitutional carry state; so, I can carry concealed even if I didn't have a permit. Nevada isn't a constitutional carry state. It does accept Arizona permits; but, before I got mine, I had a whole process of stopping in Kingman and taking my gun off before crossing the border to avoid the possibility of landing in jail for several weeks. Still, if I forget to take a copy of my permit across the state lines, I could have a really bad day.
Most gun control advocacy groups think that New York and California are almost restrictive enough in regard to gun laws. If those states aren't restrictive enough in your mind, you might as well be honest, and argue that we should repeal the Second Amendment. New York City has made it a regular habit of attempting to throw innocent people in prison for simply making tiny mistakes, or accidentally crossing arbitrary lines while in possession of a gun.
The moment that you decide to carry a gun, if you're a smart person who isn't planning on using it to harm innocent people, you immediately get bogged down in laws.
If I use my gun in self-defense in Arizona, and I happen to have THC in my system, I'm a felon even if a jury decides that the shooting was justified. That's legal in Nevada. It's not legal in Utah. Even the liberal states in regard to gun laws have laws that require you to be a nerd in regard to the laws.