Lois generally has people around her that help her. Also Steven Universe knows how to use deadly weapon and learned to fight. Why can't Steve learn to fight? I mean for one he has never used his gun on someone who doesn't deserve. He first tries to disengaged the situation in peaceful manner. Steve and Diana are both people trying to solve everything with peace but know they have to get their hands dirty at some point. So I can't see why it's terrible for him to carry a gun. In fact we don't see him often with guns.