In the US meanwhile [...] [a]nd that without any background checks, psychological reports, justifications, approval required, without anything like that. In many states even convicted criminals can get guns like that.

If you're talking about buying a firearm from a store, that's simply not factually correct.

Every single firearm sold by an FFL holder must have a form 4473 filled out, and each person buying a firearm must go through a criminal background check. ANY felony conviction that could have sent you to jail for more than a year--regardless of whether or not you got jail time--permanently bans you from owning a firearm until the conviction is expunged (and in many states, your gun rights need to be proactively reinstated). Any misdemeanor domestic violence conviction will likewise bar you from legally owning a firearm, as will having an active retraining order. Being involuntarily committed to a mental facility will bar you from ever owning a firearm at a federal level (without a judicial proceeding to restore your rights), and being voluntarily admitted will cost you your rights in some states.

Keep in mind that these are federal regulations that supersede any state or local regulations. A state can not opt out of the NICS or decide that gun stores don't need to comply with BATF regulations. The only "exception" per se is that, in my state, a carry permit means that the gun store doesn't have to send in form 4473 for approval; you've already passed a more stringent background check--including fingerprinting--so it would be moot. You do still need to fill out a form 4473, and the gun store is still required to retain a copy, but the instant background check is deemed irrelevant.