This may have been mentioned before so my apologies. The Second Amendment does not _give_ anybody any rights. It recognizes and [hopefully] protects them.
Conventions of a number of the States...expressed a desire, in order to prevent misconstruction or abuse of its powers, that further declaratory and restrictive clauses should be added. [from the preamble to the Bill of RIghts]
Under these circumstances, to have to beg for permission from what may be a tyrannical government is hardly what the Founders could have meant. After all, they just won a war of arms against a government who tried to disarm them.