There were many reasons that someone started to grab onto a gun.
On the episode of KBS2 "Joseon Shooter" broadcast on August 13th, it was revelaed why Lee Joon Ki holds onto a gun.
Yoon Kang had come a long way only for the revenge of his father and brother. Afterwards, he pulled the trigger on Choi Won Shin (played by Yoo Oh Sung). Yoon Kang was having a tough time after the mysterious feelings of Choi Won Shin and said that "revenge only seeks revenge" and started to comfort him. Before he could take care of his feelings, Yoon Kang saw that Hye Won (played by Jun Hye Bin) was angered and Yoon Kang thought he was seeing the old self. Espeically as revenge had been finished, there was no reason to lift a gun.
Howevers, Yoon Kang's life was approached by a new destiny. He wasn't respected because he was a slave and he found a reason that he needed to change looking at the hungry citizens.
Meanwhile, "The Joseon Shooter" is a romance action drama about Park Yoon Kang becoming a shooter. It features Yoo Oh Sung, Lee Joon Ki, Nam Sang Mi, Jun Hye Bin, and Han Joo Wan.