O'Reilly is from Boston, which is a historically anti area, and works in NYC.
Should we really be surprised that a media type from an anti area, in an anti area, a member of a profession that is often anti, might be an anti?
I realize there are pro-gun folks in Boston and NYC, but they are either a minority, or they are woefully ineffective voters.
Edit: Both sides of my family were from the Boston area, so I have some idea what I am talking about, and I am not just bashing. Pervasive environments influence thought.