It's a common thing for military folk. Weapons are protection, and security, and safety.
My new trauma therapist deals mostly with military & cops, & has a rule about carrying in his office: you're completely welcome to. Just mention it. He's actually more concerned when a person stops carrying, than when they are. Ditto, time at the range is seen as a good thing; you can't hit what you're aiming at if you're distraught. It requires calm hands, clear eyes, and slow breathing. In fact, the only thing more soothing than shooting for me, is Valium. Or possibly sex. But the benefit of shooting, is that it doesn't cloud perception. No chemical numb, or lost in another person. As soon as my hand locks around the pistol grip, or I twist into a sling and press my cheek up on the stock? Whoosh. Serious peace & clarity.
As far as suicide goes? Eh. Depends on the person. For myself & many others? Pfft. I have a 2000lb battering ram that can go 150mph parked in my driveway. I have a cupboard full of pills. I live in a city with very tall buildings & bridges, and very fast trains. I've got a house full of extension cords. There are 100s of ways to off yourself, if you're serious about it. And taking away my weapons only removes one of the best outlets/ tranquilo/ calm places I have. I'm much more of a suicide risk without firearms than with. For others? Suck starting a pistol or kissin your rifle is a fast & painless way to go. Takes out the spinal chord & base functions of the brain (heart/breathing/etc) all in one go, and is also known as disconnecting the hard drive. Totally cuts off the power. Unlike a lot of other methods which are likely to be drawn out & painful. Eating my gun is my least favorite way of killing myself, but it is on my favorites list.
Personally, I choose to be as worried about prior-military with firearms as I am about prior-military with a vehicle. Cops & EMS rarely punch it up to 120 & spin their wheel... Because they see the broken bloody survivors of those wrecks on a regular basis... And don't wanna be one! But I know a hell of a lot of military who run their motorcycle into a wall, or spin their wheel at high speeds. So if a friend has an armory? Cool. If they want their pastor to hold onto their pistol for a few months? Also cool. They're smart, they know themselves, and their know their own risks.