Bob,
Interesting point, but perhaps we should take ourselves back to those heady days before massacres and useless killings in our streets of today that eventually curtailed the owning of pistols or automatic weapons of any kind in many countries!

In comparison and directly involved with Churchill and Walter Thompsons era, I can see where the blase attitudes came from, there was nothing like the restrictions on anybody that we endure today.

The days when you could lay your rifle above the fire place in farmhouses on purpose built brackets, no lockable cabinets etc.

I can remember when I started the first firearms team in my Police Force in the UKicon. Each major station had an armoury, weapons were left there in all manner of states, uncleaned, rusty basically in a dire situation. All you had to do was to get an Inspectors OK and withdraw a weapon, as long as you were a recognised ex serviceman competant with weapons!! Until we brought in a register, I often went down to the basement and the armoury and cleaned the guns to an exceptable level.

How would they have known, unless those individuals earmarked at each station had been tested on a range. It was definitely a case of, if your face fitted, you were allowed to take a weapon out, there was no control, especially if there had been an armed robbery, and they needed armed officers on the street quickly, all rules broke down.

I know the same policy existed in the Mets and other major forces, and it was only when ex service people intervened and said we must stop giving guns out willy nilly to basically untrained officers, that the Home Office agreed to put control on every force.

These were the days, that if a provincial force had a murder, a Detective Superintendent was sent out from New Scotland Yard to assist the force with the investigation.......yes its fact and unbelievable!!

So back to Churchill and Thompson his bodyguard. He was never an ex serviceman, so did not have that inbuilt regime built in him or the discipline needed to carry, he was slightly unorthodox as the image below will show.
He wore gloves when clearly he would know it would impede any use of a weapon quickly, he was in short Churchills personal friend in reality, especially as the IRA even then wanted him dead, the risks were real.

All the photos of Churchill firing guns was mostly public relations exercises, but also a curiosity, from a former ex serviceman on how the new technology worked compared to his days in the Boer War.