My GUESS would be that it is probably just as you explained. Since its in the "Applied for other govt jobs" section I would guess that they look at it as another application with stringent background checking involved that gives them confidence that you've got a clean record. From my experience there are a LOT of FFs/EMTs that have CCWs and guns so I seriously doubt that they would have a problem with it. (They'd probably just recomend that you either don't carry while working or at least don't carry into a fire! Ouch!) ;a
Blood and Guts, nuts and blots, yea it's all good!