There is little doubt that the founding fathers thought they should have this right, and for a very specific reason: They distrusted government. All of the first 10 amendments make that clear. Each of them specifies an area where government cannot impose itself on the individual or where the individual must be protected from government.
The second amendment gives the individual citizen a means of protection against the despotism of the state. Look what it refers to: "The security of a free state." The word "free" should be underlined because that is what they are talking about and that is what the Constitution is about--a free nation and a free people, where the rights of the individual are pre-eminent. The founding fathers had seen, as the Declaration of Independence tells us, what a despotic government can do to its own people. Indeed, every American should read the Declaration of Independence before he reads the Constitution, and he will see that the Constitution aims at preventing a recurrence of the way George III's government treated the colonies.