Welcome to OCDO. How long have you been OCing? Are you going to circle the date on your calendar or otherwise memorialize it?
Good job on discussing the matter with Mrs. That's-Probably-Illegal. I do love folks that tell you they are going to call the cops to come and straighten things out but spend all the available time telling you they are going to call instead of dialing.
As for your question - we have never been able to come up with a reasonable answer. We have, however, loads of variations of the unreasonable answer that you must be nuts to confront someone carrying a gun over the fact they are carrying a gun - especially if you keep repeating how afraid you are of guns and how they (we think they are referring to the gun but may be referring to the carrier) can "just go off" at any moment.