The Second Amendment to the US Constitution protects the right to keep and bear arms. Although the Constitution applies to all the United States, individual States, cities and other jurisdictions vary extremely widely as to the gun laws in place, from guns practically being prohibited in certain cities to almost complete freedom to carry any sort of a gun in some states.
The First Amendment forbids the establishment of a religion and protects freedom of speech. It too applies to the entire United States. Yet there are very few variations by state or city as to how it is applied, either regarding the establishment of religion or the freedom of speech aspects. There are no states which have particularly harsh local laws against free speech, for instance. Where freedom of speech is abridged in America it seems to be at the level of particular institutions, e.g. some universities, not at the level of particular jurisdictions.
I am not seeking to argue about whether either amendment is a good thing, just to understand the legal, political or historical reasons why one is so evenly reflected in local law and one so unevenly.
(I am not American and lack a detailed knowledge of US law. I am aware that some states did at one point in history have an established religion.)