I still haven't OCed into a Wallyworld yet, but I was told by the lady at the gun counter in Kingman that people do it all the time there.
Maybe you could tell the kid the gun is part of a dad's monster-fighting duties. You already chased them out of his closet and from under his bed, but you might run into them on the street when they've got their homies with them.
If he says there's never been a monster in his closet or under his bed, tell him it's cause you're good at your job.
If he says he's never seen a monster at all, tell him they're out there, but since you carry a gun, they run away and hide whenever you're around.