Hello Tel Boy
When I went through my M1 Visa application, there was a strong desire to 'declare' everything... warts and all. In todays electronic era if you took firearms training I would not be suprised if some data base contained your details. Arriving at the US embassy with everything but the truth is a gamble which you will have to measure for yourself. Like you have said ex servicemen may have had a similar experience.
With regards to your second question, if I am reading this correctly (please dont shout at me if I am not) most if not all potential employers are interested in your ability to fly a plane, not how to shoot a gun. I accept in some outer regions of the world were 'private and clandestine' flying takes place firearms training would be an advantage, but flying some PAX flight or a 747-200f full of Fresh Fish, such training would have no advantage. Maybe someone with a more authoritive view could expand on this.
Good luck
Rosie
One Life.... Live it