No, they do not have that power. They are able to detain someone to hand over to the cops, so you might say it's the same difference. Most importantly, military rules of engagement are quite strict, nothing like our police. Can't read the article, but this guy probably wasn't just mouthing off a bit.
Yes, we are, because some of us don't have our head up our ass in regards to gun rights. And BTW, for anyone reading, bullets are far more important than having multiple arms. Guns turn into ineffective clubs when the ammo runs out. And one more thing, better to have 3 or 5 guns that you're really good at than 40 you don't know so well.