Yep, he sure did, as well as "driving is a privilege."
However, once the government has infringed upon my ability to own firearms I'm done. If I need a firearm I will not have time to obtain permission from the government to get one.
In other words, in order to have the right I must, well, have the right. I do not have the right if I must go obtain it from some other entity. I must be responsible for if, when, where, and how I exercise it. If some other entity is determining that, then I no-longer have it.