Because of swords! In medieval settings, you can have short swords, long swords, curved swords, straight swords, thin swords, big swords, fat swords, bastard sword, pig swords, magic swords, and other swords and it won't feel out of place. Imagine carrying a sword in the modern world, you'll get arrested! The right to bear arms does not cover shopping for groceries with a long sword attached to your waist.