If I wanted to make a custom one-off weapon for some reason why would I use CNC? I'd just do it like normal on manual toolmaking machines. CNC is for achieving repeatability with less tooling in a manufacturing pipeline. Nobody is mass producing bootleg guns. Even if you buy the premise that someone might do this (which to your point they won't--getting a real gun isn't hard) it's completely flawed reasoning based in some CSI style TV trope. Next they'll demand CCTV cameras have an "enhance" mode.