I do feel good knowing my HK was built in Germany and hopefully a cz in the Czech Republic sometime in the future.
I suspect both countries have much stricter gun control than any state in America. And in many cases, those US companies in now gun-unfriendly states were established long before the state legislatures passed gun control laws which most of us now find objectionable. My bet is that those manufacturers and their thousands of employees who produce the firearms we use are not supporters of those laws. Consider that laws come and go over time, also. Today's restrictions will change.
The bottom line is that each of us makes our own buying decisions based on the factors we consider most important.
In my case, I weigh the balance between perceived quality and cost. I'd like the various states to have more reasonable gun laws, too. But that's not something I consider in making a purchase. And it certainly won't prevent me from buying what I want, just to make a hollow political statement, and leaving me with a firearm I'll always tell myself wasn't my first choice.