What's the need of a gun on the flight deck if you have a closed armoured door? Do they storm out of the cockpit if something happens in the cabin?
No, they do not. And, that is the fallacy of the argument where they ask what would the world be like if the pilots had been armed on 9/11. Back then we were trained to cooperate with hijackers, so the pilots let them into the cockpit. Today, we don't. We are supposed to stay locked in the cockpit and get the plane on the ground as fast as we can. No Rambo's need apply.
Have you ever wondered why the bank doesn't station a guard inside the vault at night? It's because the vault, for all intents and purposes, is made impenetrable when it is locked. The same needs to be done with the cockpit door.