Rick hasn't contemplated that most of the aliens use energy weapons, which is really not something you'd want the average civilian to have access to. As someone on Youtube best put it: "A bullet makes a hole. That's going to cause some damage but it's still just a hole. An energy bolt make a hole, and cooks it, and may trigger an explosion due to heat and pressure. Do you really want that in the hands of someone who doesn't have the discipline to not miss?"

To be fair, Rick hasn't shot anything living with his plasma gun yet

I get the sense he'll be given the chance sooner than he thinks.

The window reminds me of a scene in Young Justice
Lex Luthor: "And THIS Mercy, is why I have a $10.000 custom made table." (It saved him from an RPG)

Makes sense