Japan operates bit differently from other countries. They probably saw no need to have heavy amounts of security sense firearms cannot be easily obtained by civilians(if at all.) I believe only the police can have them and even then, if I am not mistaken, the firearms are kept in police HQ/returned and locked up.. Besides obvious government officials may be allowed to hold them, no one else can have them legally.
That was why the dude made a homemade one to perform the assassination. And most likely because of it, the first shot caught them off guard. I mean, no one expects a shooting at all in the first place, so hence his reaction to look to see where it came from before everything went to s***.