@GNUxeava
So, this is a bit tricky. Allow me to be brief:

There is sexual excitement to some individuals when it put into harm's way. This is a legitimate but somewhat uncommon fetish. The problem arises in the very nature of the fetish.

An alternative would be a simulated or mock roleplay of such a situation. A loaded firearm should never be permitted in any case. One case that comes to mind was when a woman was accidentally shot under the belt when her s.o. used a handgun as a sex toy.