yep, though the typical American attitude is also far from what I said, and why the joke works.. .. but ...
Here's a fun true story .. We have a naval air training base here, and get pilots in from all over the world. Oddly enough, we are about 150 miles (240 km. for those that don't understand English) from the nearest "big water" and mostly rural ("rural mississippi" translates closely to "impenetrable forest" in British, btw)
Anyway, met a Brit pilot a few years ago, friendly, really cool, smart, a bit stiff, obviously a credit to his uniform ... and he was curious about a few "Americanisms" ... so ... Being a gun nut and seeing it as my patriotic duty to show hospitality to our divorced extended family, I invited him to go shooting. ... set up range time, called a few friends to make sure there was a variety of firearms, etc...
The day comes, we go over range rules, gun safety; and he shoots a few pistols, rifles, and shotguns. He was having great fun and we made a point to tell him that since he was living off-base : while he was here, he could own and/or possess a gun (this is true), and he was amazed.
Then we brought out the fun stuff .. (Some of my friends have dealer or manufacturers licences for stuff that is HEAVILY regulated and you might say, normally highly illegal to possess.)
Of course, being unfamiliar with US law, the stuff being there, and being able to handle them on a range with a couple of cops a few lanes over ... he didn't know the difference. We didn't even have to try to convince him this was normal ... his mind was totally blown.
So after shooting a few machine guns and while holding an MP-40 He says something like "I've always heard it's easy to get a gun here in the US, but I haven't seen them for sale. Where do I go?" (I guess he hadn't fully explored WalMart yet.)
A buddy says,"Just walk in the back room of the Dollar General, they don't keep 'em up front." (deer in headlights look from our Officer)
At that point, we lost it. The thought of "Mr. Upright" walking into the stockroom of a low-brow variety store looking for a machine gun to purchase, was too much.
He did go deer hunting a few times after, and him politely declining offers to defect to a "free country" became a running joke.