Well, I don't know if they "go together" but it does seem that those interested in one are interested in the other. But, each can stand on its own.
I've been into cars since before I could drive. Now I've got a sweet 1992 Mustang 5.0 LX 5-speed coupe (or sedan, or notchback if you prefer). I've done plenty of mods (exhaust, cam, roller rockers, pulleys, electric fan, caster/camber plates, headers, short throw shifter, 255lph fuel pump, etc, etc, etc)...all the work performed by me. Hell, I even painted it myself. It looks better than it did when it was new!
I've also been an NRA member for years and I've always had interest in firearms and Second Amendment Rights. But I never owned a gun until a few months ago. Actually, my AR is the first gun I've ever fired! (why not start with the best?) Can you believe it?