I think almost everyone in Sweden has some relative named
Gunnar.
But it seems Americans pronounce "gun" like the English word "gun". This is wrong but may be the reason people associate the name with guns. Of course, the name is much older than the invention of guns.
"You may give them your love but not your thoughts. For they have their own thoughts.
You may house their bodies but not their souls,
For their souls dwell in the house of tomorrow, which you cannot visit, not even in your dreams."
(On Children by Kahlil Gibran)