I'm not sure why Traveler's takes that position, and though the lawyer in me can make about 4 or 5 educated guesses, none of them really stand out as presenting an excessive risk. Not in a country with million and millions of firearms in homes.
The world is full of dangerous stuff. Accidents and stupidity can, and do, happen. Lots of things can kill and maim. Booze, prescription drugs, guns, kitchen knives, matches and so on. Note the items I listed. That's not fodder for a game of "One of these things is not like the other." Seriously.
Fortunately, State Farm doesn't behave so foolishly.