I agree there are problems with a psychiatric test for firearm ownership. It is just not as simple as we might prefer it to be. Countless numbers of people are depressed, angry, prone to rage, have been bullied - you name it - and yet they manage to navigate life without picking up a gun and killing people. Psychological tests and assessments can identify these features, but they don't identify who will act in a heinous fashion and who never will. It boils down to clinical judgment...best professional opinion based upon the available information. Or, an educated guess if you will.
In the United States, therapists have a duty to warn if a patient threatens another person or persons. There is no duty to warn about someone who is depressed, prone to rage, a bullying victim, etc., and who also owns a gun but verbalizes no threat. Duty to warn precedent may be found here:
Tarasoff vs. Regents of the University of California.
A therapist has no obligation to report someone they find creepy and scary. But sit in their chair and calmly say you are going to kill someone and they are going to pick up the phone. Therapy consumers know this as it's also considered to be ethical practice as part of Informed Consent to explain to therapy consumers the limits of confidentiality. They have probably been informed in the first session or in a written document they sign that there is no confidentiality related to suicidal intention, child abuse, or threats or plans to harm someone. Some states add elder abuse as a legal reporting requirement as well.