Many things have a shared cost with the members of the societies that people live in. It makes sense to do many of these things because they are expensive and the general return on investment is low enough (negative) that it doesn't make a lot of sense that a company could make it a profitable venture or it would be to inconvenient for the society as a whole if the return to the investor was too inconvenient.
Examples of this include roads and water. While some roads and some water systems are owned by private institutions, most are not. It makes a lot of sense that due to the long term return on investment for roads and water, that it doesn't make a lot of sense for a company to invest in that. Sure, there are exceptions, where the cost of the roads needs to be subsidized more by those who uses them rather then the rest of the surrounding society (toll roads), but generally, it doesn't make a ton of sense to have toll roads for every route. The cost in time, overweighs what may be lost in possible inefficiencies. So we pay to have roads, these roads are used by both public and private services (thus subsidizing private services) and also private citizens.
Then there are things we as citizens are expected to do if we expect to have the protections and general order of the society as a whole. Most states, at least mine, has a requirement that if I want to drive a car, I have to carry insurance on the car. Now some may call this an unreasonable cost or burden on those who want to drive, however there are many drivers and it is meant as a protection not only for the driver, but to all the drivers around them. For the reason that accidents may happen, and those accidents could have an undue burden on others, this puts in a check to prevent the undue burden on all parties, especially those who may not have been at the most fault. Most home mortgages require that the payor have insurance, so in case of an accident, which destroys the asset, the investors can still get a return on their investment.
There are a number of things in our society where companies or groups of people get a societal benefit, thus costing society in one way or another. Sometimes these things provide a benefit to the quality of life for the citizens of a society (parks, public pools, schools, undeveloped areas, public and medical services, music, etc), sometimes they have a perceived benefit by some (Churches, etc), and there are others who purposefully take advantage of the system as it is, to push the burden of their hobby or business on the society, while reaping the rewards.
Then there are certain things which, by our Constitution some think we have a right to, which clearly have a societal cost, and yet the burden of that cost does not go back to those owners, but on society as a whole. While there are a vast majority of responsible people that participate in gun ownership, sportsmanship and etc, without causing much or any burden on others, there is a subset of these people that do cause this burden. So why, as a society, should we accept that we all have to pay for that burden? Shouldn't those that want to participate have to offset the inherent cost that comes from gun ownership? Shouldn't this be built into the costs associated with purchasing and maintaining firearms of all kinds? So, for example, if you want to have a gun for "protection", shouldn't you have to carry some sort of accidental insurance in case the gun is used to harm someone undeservedly? Shouldn't you have to carry a theft insurance, so that if a gun is stolen, the money is put in a trust, to not only create a reward for its return, but to pay for any damage caused by the gun? Shouldn't the burden of gun tragedies fall on gun owners? Shouldn't gun owners have to take personal and societal responsibilities for their hobby?
I would say yes.