He either knew how to handle himself against the lion without a gun or he figured it out pretty quickly. Who knows, a gun might have made the situation WORSE.
I think the general logic your trying to use could just as easily be used in the opposite manor, I think the statistic is guns are used 2.5 million times a year by citizens to prevent crime, you could just say well it worked out pretty well having a gun, not having one could have made things worse, but I think we both can agree that on either side of the argument we can find incidents where things would have been better with a gun or without one.
I find it amazing that the supreme court would have to even think about the "reach" of the second amendment, the constitution is "supposed" to be the supreme law of all the land, states have to follow it and then as it says "all other laws are respectfully the right of the states", this element of the constitution has long left me wondering how federal law is even legal, by the wording of the constitution it shouldn't be but that is another matter I have been long meaning to research.