On Friday afternoon, with just a few hours before sundown and the start of the Sabbath, David Parvey hurried to a South Philadelphia gun shop called Firing Line to get his new 9-millimeter pistol. To Parvey, who attends an Orthodox Jewish synagogue in Center City, it felt like the only rational response to the Oct. 27 mass shooting at the Tree of Life synagogue in Pittsburgh, where 11 congregants were killed. "I legally have the right to at least be able to match evil with some sort of response, and in my mind I would be dumb not to," said...