Legally true perhaps, not practically true. Some countries limit cartridges that can be used; a firearm that uses 5.56 x 45mm, 9 x 19mm, or 7.62 x 51mm would be off-limits entirely in some countries because those are "military" cartridges. Other countries limit firearm types (e.g., all assault-style weapons--box-magazine fed semi-automatic gas-recoil-operated rifles--and anything even remotely similar are banned for non-police/military use in many places). Many places place significant hurdles in front of people that want to get the appropriate licenses and permits such that it's nearly impossible.

It's kinda like how Hawai'i legally allows people to get carry permits, but practically speaking has only issued 7 in 21 years.

I've spoken to a few people in Finland, and they say that getting the training is hard because the classes (?) are limited, you have to attend a certain number within a specific time period, and they fill up really fast making it easy to miss your time window. But once you do meet that requirement, it's not too difficult to get permitted to own assault-style rifles, pistols, etc., and if you can get the rifle/handgun, you can get the suppressor (and they are so much cheaper there!).

Hadn't realized that Hungary and Slovakia were both going heavily authoritarian; that's a bummer.

Even when a gov't is acting in the best interests of the people--rather than in the best interests of the powerful--yes, that can always change. The ability of the people to be armed, where the people are armed, can act as a check on gov't power. Moreover, it's worth noting that there have been no socialist revolutions that have been peaceful; entrenched tyrannical gov'ts never ceded power back to the people willingly.

Beyond that, you run into issues of personal protection; even when police are well-trained and always do the right thing, they can not practically protect every single person in a country at the same time. Where I currently live, the absolute best-case scenario for an emergency response is about 15 minutes; given that, it makes sense for people to own firearms and train in their use, for the same reason that you should own a first aid kit with trauma bandages and tourniquets, and have (and test) your fire extinguishers.

I’ve never been under any illusion that my ownership of a gun would have any effect if the government seriously decided to do something to me

Well, you're simply wrong there. Look at the standoff at the Bundy ranch (source)[https://en.wikipedia.org/wiki/Bundy_standoff], or the follow-up standoff at the wildlife preserve (source)[https://en.wikipedia.org/wiki/Occupation_of_the_Malheur_National_Wildlife_Refuge]. In both cases, the militants being armed--combined with media attention, and the gov't awareness of how badly Waco and Ruby Ridge had gone--made the gov't very hesitant to attempt to use force directly against the militants. It's also worth pointing out that the Bundys themselves ended up being acquitted due to the outrageous misconduct of the gov't in both cases (although some militants were convicted and sentenced to relatively minor time in jail, less than most of the insurgents of 6 Jan received). Or, if you find the Bundys to be particularly distasteful--and I do--you can look at the Wounded Knee Occupation in 1973 for more noble militants. Personally, I see resistance to harmful gov't as being a positive thing by itself, even if you lose; the saying is that it's better to die on your feet than live on your knees, and I would agree with that. (Although, in the case of many people--black/brown, gay, trans, religious minorities, etc.--the choice is to fight and die, or die anyways.)

Don't y'all still have a blackface festival anyway; or am I thinking of one of your neighbors?

Having spoken to a number of other Finns, my attitudes aren't that far off from them.

PS - Russians are at your doorstep, and you think that not being armed is a good idea? Does Continuation War Pt. II sound like a good idea to you?