I'm curious why you think he has some sort of insecurity a gun compensates for? I suppose I should give you credit for not talking about his penis.
I'm not going to speak for him but among the hats I have worn in this life are U.S. Marine, law enforcement officer, and corrections officer. I am used to carrying a firearm. It's part of the tools I am authorized to use to do my job. It stands to reason that once I got done with these careers I would continue to carry a firearm, for the same reasons. Cops carry guns to defend themselves, not the public. There are people who are out to get me, 11 specifically, that said to me in front of a witness "Officer Desikan, when I get out of prison I'm going to find you and I'm going to kill you." so I have an extra reason to carry all the time. One day, one of those inmates is going to come calling, and on that day we'll find out how tough I really am.