We're not sure they're reluctant. They could just be waiting for the right case and right situation, like a circuit split.
Furthermore, we need at least four Justices who want to hear such a case. Any case they take is going to be controversial, and as a result, very time consuming. This is on top of an already crowded docket.
Even if we get a case heard, and we get a favorable outcome, they can ban guns from courthouses. Most states already do, so there's precedent for that. I really doubt such a thing weighs on their decision of whether or not to hear a case.
Sometimes it’s nice not to destroy the world for a change.