Ok, now I understand, I was starting to fear I was the only sadistic GM around.

In fact you are only advertising around here: "Look at the picture, isn't it nice to take a small walking trip with us?". Then, when your PCs are ready, it doesn't look exactly as it appeared : "Of course you can have that nice gun you always wanted, there is just a slight problem. The next available one is in the hand of a Cossack warlord in the middle of Siberia, protected by a full cavalry corps of elite horsemen and a few dozen tanks".