It’s based on your browser history, IP, and anything else that those sneaky ad companies can figure out about you.
It doesn’t have to be something direct, i.e. you didn’t have to search for guns. It could be something less directly related, such as the fact that you browse the Straight Dope and we have gun threads here. It could also be that your physical location (based off of your IP) is an area that tends to lean to the right.
Ad brokers don’t publish their algorithms, so we may never know exactly what it was.