We have discussed this before. One's statement that you lectured your kids and nothing bad happened is not real evidence that this will always work.
Denying access unless supervised is much more secure. We know that kids today face tremendous social pressures leading to conformist, dangerous behavior. They are faced with demands that might lead to suicidal ideation. Substance abuse is common.
Good kids (who have been good for years) all of a sudden can face a social, personal crisis and your 'gun talk' goes down the drain. There is more to gun misuse that curious exploration of the unsecured firearm.
Manta49 is on the money. It is sometimes the case that more a parent in patriarchal mode and sure of his kid because of the lecture, the more likely the kid has a secret life.
A case in point from another domain, that I know of and mention in these discussions. A good kid - church, scouts, good grades, no girl problems, graduates HS with honors. His dad is a car nut with a hobby car - Chevy Chevelle SS 496. Babies the car, has a thousand coats of paint, wax, blah, blah. The kid is not allowed to drive it. After graduation, he asks Dad if he can take if for a spin. Dad says he can, only around the block, no friends, don't speed. They later find him DRT, wrapped around a pole with a car full of male friends. He hit at 100 mph.
Good kid - got the lecture.
Now, the flip side brought up is that some good kid saved the day with the family gun when the family gunfighter wasn't there or taken out of the fight. You can find cases so how to you balance it?
My point is that it is complex and you have to figure this out. Locking is probably the best way. You can't trust curiosity control and your patriarchal lectures.