Iremember threads about this before, and I heard that origionally, if you had paragoned Conrad in ME1, he didn't reappear at all in ME2, but instead sent you an email thanking Shep for helping him see sense. Now obviously, if you were a fan of Conrad (which I am) and you were nice to him in ME1 only to have this result in his absence from ME2, then that might have been annoying (I know: consequence. I'm just saying this is the type of thing that test groups bring to light) and so they decided to make the Conrad mission appear in ME2 for people who played 'The Fan' to conclusion in ME1 either way. So the gun thing is less a bug, more a result of them changing their origional plans for Conrad. It's likely that they hadn't recorded other dialogue and didn't want to waste time turning a small fix into a rewrite. Anyway, I apologise, but I can't remember the thread details....
Besides, Conrad is all kinds of crazy. You could read the gun thing as his screwed up perception of reality.
I really hope there is more Conrady goodness in ME3.