With staggering statistics about accidental shootings by kids, it seems reasonable for parents to ask other parents if they own firearms, and if they do, how they're locked up, before allowing their children to go over for a playdate. But, my impression is that most people refrain from asking because it feels taboo in the same way that prying into someone's personal finances does. But, why should this information be so private?
Given that this information is necessary to evaluate life and death risk, manners should be a secondary concern. While this makes sense in theory, it takes courage to ask. Especially if your question is initially dismissed, it's that much more important to persist until you get answers. While it may be awkward in short-term, people that you want to associate with should have no problem giving you assurances.