Although I could probably insist in the "Housing" fellow checking his firearm you need to realise that he had met the federal criteria for carriage of a firearm - whether I thought it was necessary or not.
Certain personnel in the US are ALWAYS allowed to carry a firearm on an aircraft. Others are PERMITTED to carry a firearm. To get this permission they undergo approved verification procedure. This person was not required to carry a firearm for the performance of his employment on the flight. On the other hand, although his possession of the firearm may not have been needed I had no reason to deny his permission (unless it was as a case of potential loss of the firearm to a troublemaker).
In this case I agreed to the situation after I had discussed the reason he was travelling on duty and what operations he had been carrying out. A few friendly questions usually helps clarify these situations. It just shows that you never know what members of what government agencies may be permitted to carry arms. I figure if all of these folks can travel armed surely pilots can do so also.
In my state 4% of the population are permitted to carry concealed weapons. For all you know a dozen people in the supermarket with you could be carrying concealed firearms. Nothing to get neurotic about. The people checked out and approved to carry firearms are not the risk, it is the unlicenced firearm carriers you need to worry about.