For many children and adults, guns are a matter of curiosity. They are unaware of (or even worse, unconcerned by) the inherant danger of firearms. They may act out scenes they've seen in movies or on TV. In this case, disaster is close at hand.
Criminals want to steal your guns. They are a symbol of power, and an easy way to victimize the un-armed. In a worse case scenario, a criminal may access your unsecured weapon and turn it on you or your family.