Well, means matter, as the saying gos: http://www.hsph.harvard.edu/means-matter/

People commit suicide opportunistically, not (generally) in a planned-out way. So it makes sense that Democrats, who favor government interference in life choices for the greater good, support something that reduces your opportunity space for suicide.

Of course, Republicans also support government interference in life choices for the greater good, just for different things (abortion, birth control access, sexual health education access, etc.). Really, it doesn't matter whether the beliefs are consistent, because nobody really thinks about this and few if any people who are debating gun control bring up these topics.