I see nothing wrong with roughhousing for any gender. They need to understand boundaries, and, yes, I'd be willing to have a talk with even little kids about safewords if they like shrieking "no, stop!" when they don't mean it. Probably wouldn't use the word 'safeword' but the general concept, yes. I also consider martial arts, including sparring, to be very valuable at any age. As the PP said, you can learn a lot of empathy and a heightened awareness through rough-housing. It's not for everyone, but there's nothing wrong with it.
In some families, fairly young kids are even taught how to use guns. I've heard of 6 year olds being taught how to aim and fire BB guns. There are families that hunt either for fun or as part of their livelihood and so learning to hunt and to use guns is important even from a young age- but it's not indiscriminate violence. Those kids are taught to respect guns and to use gun safety (at least, ideally).
kids really need to know about gun safety. Guns are
dangerous and kids need to know this. Your child's innocence will not protect him if he finds a loaded gun at a friend's house. If anything, it will put him at much greater risk.
just about killing people. People can use guns with tranquilizer darts to help save hurt animals. There are things like skeet shooting that are for enjoyment and that, when done properly, don't hurt anyone or put anyone at risk. Yes, guns can do a lot of damage, but not always. Guns are a tool- like any other tool, they can be abused. Yes, they're a tool initially designed to destroy, but there are a lot of things that were designed to destroy that have been remade to save lives. It sounds like you have hang ups about guns that you're putting on your children. I understand, I really do, the school shootings issue is terrifying, but it's a lot more complicated than that and removing all guns isn't the answer. And, again, just because guns aren't always for killing doesn't make them any less dangerous- you REALLY need to make sure your child respects how dangerous guns can be. What would happen if he found a real gun?
You also really can't stop them. Kids can make anything
into guns if they want to. Just look at what kids are being suspended for for "toy guns"- pieces of toast, hands, folded paper, etc. I'd rather help kids process play that they're interested in than forbid it and let them process it under the guidance of other kids.
Not all kids can handle gun play, some kids get truly
violent when they do "play violence" or even see movies with it. Some kids can actually benefit from it, some kids most certainly do not.
You know your child, if you don't think your child can handle gun play or don't think they'll benefit from it- then go from there.
Some articles that may help you: (the first one is about how kids play with guns in Japan, which may answer your 'developed nation' quesiton, although I don't know of any developed nations without gun use, and the second is about Switzerland which has an incredibly high rate of people with guns and also very low gun violence)