paxterminus:

All those devices named by you come with detailed instructions for safe handling. In some states those instructions have to be there by law.

When I bought my 10 inch chef's knife, the only written material that came with it was a sticker warning that it "may be sharp". There was nothing specifically warning me about the possible consequences of using the thing to impale, disembowel or behead someone (or a warning that it would be a suitable tool for any of those tasks, were the user inclined to do so). I've never seen a warning on a hammer or a hatchet either, both of which are usually sold without much packaging.

Handguns, when purchased at legitimate dealers, come with a full users manual with safety warnings comparable to most packaged products these days. When purchased out of the trunk of a car behind an abandoned warehouse, your results may vary in the deparment of packaging and manuals, but at that point it's not likely a legal transaction irrespective of the local laws governing firearms or handguns in particular.