I think that everyone is over complicating this.

When you see he has a gun in the mini-series, you're just reminded of how the he had a revolver in the books. You aren't going to think about it because he's supposed to have a gun. You just say, "Oh, he still has a gun."

I think the disconnect is probably between people who know Dr. Watson from the books, and people who don't know the books. The Sherlock mini-series is obviously targeted at people who never read the books. So it's entirely possible that they wanted the viewer to question its existence.