Because innocent people are killed by guns every day, and it was written in our constitution that we're legally allowed to own guns to stand up to any government overreach. Some people have taken that to mean literally "any weapon made by man", and some people view the right to bear arms as more important than the expectation of safety and security
Even still, it's better to have to pass a mental health evaluation - and catch the ones that couldn't pass - than to not have it at all and allow them to legally purchase a gun. I'm sure you would agree with that