I don't see anything ethically or morally wrong with building nukes per se. The fact that the U.S. has nukes simply disproves that their original stated pretext for these attacks had any validity or solid principle whatsoever.
Discussion
I like your gun analogy however I think it doesn't fully transfer. Nation states in my opinion are immoral and nukes are their progeny. Morality is pretty subjective, but building things that serve no real purpose except to turn the planet into an uninhabitable moonscape seems to be a reasonable line to draw when considering what is moral.
Is that the purpose they serve? Purpose is subjective, isn't it? Natural law is objective. And by that, objectively, yes, nation states are immoral, and everything they own, they own illegitimately and will weild toward the destruction of what is good, including nukes.
Nukes kill people not zombies
Just for fun, y'know? By the way, I don't think they could use nukes because they just make the air a murderer, except for the rotten ones. But we have opinions, don't we?
Whatās immoral is lying about their existence.