You indeed show little knowledge about the topic. All developed countries I know of allow hunting rifles .. with registration, license, training, and so on .. but in the end you are allowed to have the gun, and the ammunition, at home. Even in Japan, probably most strict developed country.
The differences start with guns for self defense. That is not considered reason enough in many EU countries. That mostly applies to handguns (above .22 caliber). But for example, in Czech Republic, such license is typically issued, and it also cover concealed carry. Several friends of mine hold such license, though I don't know anyone, how would carry. There is indeed no reason for that around here.
There is also another type of license - when carrying a gun is part of your job. Many non-government companies use armed guards, and in many countries there is special license for that. Don't have much overview about this though. I believe there is such license in Germany, not sure about rest of EU or UK.
And then ther's the US ..