The simple answer is that you are not due any further explanation or communication. You have DL's answer and you now have three options: 1. Live with it; 2. Fly another carrier; 3. Drive.

There is no legal, moral or business reason to engage in policy debates.

All customer-facing businesses encounter some number of customers who cannot reasonably be satisfied within the then existing business plan. When that happens, the best approach is for the business to politely, but firmly, sever its ties. That is what DL has done.

The final response from DL is perhaps too polite. It essentially says that it will not deal with you further on the issue.

What can you do? Mount a shareholder takeover bid and if you prevail, install a board of directors which will appoint officers who will implement your preferred firearms policy.