If it is safety he is concerned about maybe a security system would better suite his need to feel safe and your stand on guns wouldn't be compromised.
If he is just wanting a gun, there are several options to storing a gun safely somewhere other then in your house. Like a locked shed with a locked gun cabinet in it and trigger locks are also a good idea, of course storing them like that makes them harder to get to in an emergency but that is what security systems are made for.

I personally don't have a problem with guns but I do think that they should be stored properly.

Good luck I hope you are able to work this out with your boyfriend.