One of the commonly overlooked issues in the car-gun-insurance comparison is this: The driver of a car is required to have insurance if he operates the car on the public streets or roads. Not that I have done in-depth research, but I do not know of states requiring insurance simply to own a car.
Along the same lines, most (all?) states don't even require registration, if the car is not going to be driven on public roads (such as racecars, cars that you buy as "donor cars" solely for the parts, etcetera). Some race-only cars don't even have titles, are sold with only a bill of sale, and *can't* be registered for road use.