He didn't carry the gun as a part of neighborhood watch. He has a concealed weapon license. It's also pretty clear to me that he knows full well its not his responsibility to track anyone down.
How do we know that he didn't carry it as part of his neighborhood watch? Just because he had a license for a concealed weapon doesn't mean that the gun wasn't part of his NW. he had it that night when he went gunning for Tray, are we to buy that this was the only time he carried his weapon?
Do we know when he got his gun license?