Quite honestly its likely that was the first time anyone there had seen a hangun in person. They are so desensitied they think thy only exist on tv and dead people get back up.
Denmark had a major gun revolution about 5 years ago where people are actually allowed to buy hand guns. Only if you are a tournament shooter. Only if you obtain a license(one per gun) and (license cost about $8,500 USD) . Only if the gun is permanently stored in a special federal safe located at each gun club where tournaments are held. (In other words want to shoot t more than one place, you have to buy more than one gun) And finally the gun make/model/style is selected for you.