The movie wasn't anti-gun or anti-killing or anti-corporate, really. I think people are reading into it too much.
Bruce Wayne threw the gun he had away after he came within an inch of committing a vengence killing with it. In this movie, Batman never actually says anything bad about guns. In fact, nobody does. Gordon complains about the police arms race with criminals, but he doesn't argue for gun control or bitch about the NRA... and we are talking about an arms race in a comic-book world where the bad guys almost wiped out the city.
Katie Holmes' character was going to use a downed cop's gun in self-defense against the crowd of crazy people. Batman "saves" her... from having to kill the crazy people (who were basically innocent victims for plot reasons I won't give away). No moral stigma or implication that she'd not blow away the crazies to protect herself and the kid was made.
She had a taser so the bad guy she took out could obviously live to fight in another sequel. It also led her to being unarmed later when the crazy crowd was after her, and she had to scramble for the downed cop's gun. Plus, I thought it was funny watching this big bad guy for the whole movie do the "kickin' chicken" with sparks flying off him.
If you assume Gotham is basically New York, and a dystopian version at that, what makes you think she could get a CHL anyway? Why would it be BETTER than real life, and allow lots of private citizens to be armed? She armed herself with SOMETHING, and picked up a gun later without hesitation. Seems pretty neutral to me.
Bruce Wayne's dad was a good guy because he tried to help people with his money
of his own free will; I don't remember anything about him lobbying for higher taxes and more government spending. All the positive results of what he did, including his post-death influence on others, was shown as people VOLUNTARILY doing good stuff. The government as a solution for anything was hardly talked about, and you had 1 cop and 1 DA in a sea of government worthlessness.
Wayne Enterprises made lots of military gear, almost all of it presented in a *positive* light. The inventor of all the stuff was a major good guy in the film, and his hobby was making "keep soldiers alive" stuff. When is the last time you saw THAT in a movie? The doomsday device thing was a R&D project that got shut down, and the prototype *stolen* sometime later. The one corporate bad guy got taken out by capitalist means by the rightful owner.