That's a joke about parts of London being more dangerous than Chicago. In the last year London has 1662 incidents of gun crime. That's not just murders, but includes any incident involving guns, including arrests for posession, threatening someone with one, as well as actual shootings.
Chicago? 2996 actual shootings - not including other offences - with 507 homicides. There's no comparison.
If your point about Glasgow implies that because people can carry knifes they should also be allowed to carry guns... well it's a lot easier to disarm someone with a knife, and a lot harder for them to kill a lot of people.
If you ask any citizen of a pretty much gun free country whether they'd prefer to be gun free, but at a theoretical greater risk of crime, or be like the USA, and have open access, I think you'd find it hard to find any country that would prefer the American way.
Surely it's better to live in a society where there's a miniscule chance of not being able to defend yourself, but an equally miniscule chance of being shot, rather than one where shooting is almost expected and killing others is celebrated.