No, the “well-regulated militia” actually referred to a desire to have all able-bodied men of military age to commonly have most of the skills needed to fight in a war in case of a draft, such as marksmanship and survival skills, as well as already owning most of the necessary equipment.
What’s important to note is that the US had a very small standing military for most of its history. It relied on being able to conscript a large number of recruits whenever a war started, and sent them home whenever the war was over. This requires a lot of the citizenry to already know most of the skills they’d need to raise an army quickly.