The Second Amendment was not written with the sole purpose of self-defense. Our Constitution guarantees us the right to bear arms for the defense of a free state. I imagine in order to defend your state the type of weaponry entailed would be something more than a single handgun with an 8-bullet clip (in fact such a paltry defense would not guarantee your safety except if the aggressor has no firearm, in which case it would likely be illegal to shoot him since you could run away from him). The defense of not just one's state but free state is pretty broad in its meaning. It can refer to defending one's freedoms against tyranny at the federal level, the defense of one's home, the defense of one's family, the defense of freedoms from a foreign aggressor, etc.
Now Americans can own a lot of military-grade weaponry (such as automatic rifles). But such weaponry is heavily regulated. You have to register those weapons, pass FBI checks, and pay considerable fees. But to put the Second Amendment into perspective, in the 1970s a governor had the National Guard (an official, state-run military organization similar to the Army) put down a peaceful protest by shooting dead some of the protestors. What owning military-grade weaponry does is instill in our politicians a healthy respect for the citizenry, so that they know they cannot just put down a peaceful protest by, say, running tanks over the protestors as happened in the Tiananmen Square Massacre in China. And Americans can own military-grade hardware. It would just be a hassle to acquire and maintain.
So the issue is not just about self-defense but also about freedom. And I would assume that Europeans would understand this, because they did not fight World War II for self-defense and security but rather to maintain their national identity and way of life. Millions died in that war so that each country could continue to enjoy their own peculiar freedoms. Why is this suddenly taboo in our modern age?