The thing is, those stats don't really tell the entire story. There's no clear or convincing evidence in those statistics that shows more gun laws lead to more or less gun crime. Look at Chicago. It ranked tenth overall in gun homicide rates in 2009-2010. And that was when there was a total ban on handguns in the city. Washington D.C. is pretty ridiculous too. In a city where only 3.6% of the population owns a firearm they have homicide by firearm rate of 16.5/100,000. That sure is one busy 3.6 % of the population.
The other problem is your list refers to gun deaths, not homicide by firearm. Many of the states that claim to have low "gun death rates" actually have comparatively high rates of homicide by firearm, New Jersey being a prime example. New Jersey had a higher rate of homicide by firearm than Idaho.
What really skews the numbers though is suicide. That list of gun deaths by state you linked to factors in all deaths by firearm, including suicide. Massachusetts I believe is ranked second lowest for gun deaths, including suicide. But there are also quite a few bridges in the state that have 15+ft tall chain link fencing along the side because too many people were committing suicide by jumping off of them. So, it would be interesting to see a comparison in suicides by state and find how much of a difference in suicide rates there is between heavy gun law states and those with little to no laws.