A bit different if you have a plane load of dubious characters as well.
Usually the pilot is the person of most dubious character on most private flights!
But seriously, when I ran a hunting trip in the chieftain, guns went in the wing lockers, ammo and bolts in separate pelican cases in the nose. I understand that most S/E ac below 5700 wouldn't have the luxury of external baggage lockers.
The thing I always thought was a bit much was the dubious character from the local field office charging me bulk $$$ for a bit of paper that he made using a copy/paste function!
You're right about the nanny state stuff. Do you have to write to the road transport regulators to drive your guns somewhere? No. And I would bet dollars to doughnuts that flying them somewhere would be safer and more secure than driving. I am at a loss to even imagine why we need such a regulation/restriction?