Right, but in this instance the police acted appropriately... They were alerted to a potential threat, contained it, discovered it wasn't a threat at all and left. No charges were filed, and a suggestion was given that would result in a whole lot of police and Bungie staff not having their time wasted.
To the guy that said carrying the gun was political speech. Bullshit. In this instance, an employee was carrying a piece of equipment from point a to point b. That equipment just happened to be something that the general public took as a threat. The police suggested a way to alleviate time wasted in the future.
If they were to actually carry this item as political speech, it would be wise to alert the police that you are doing so _before_ you start marching around with a fake gun. Otherwise, you are _very_ likely to be looking down the barrel of a very real gun.