Sure, I would check it out. However, in this case, the gun was loaded while it was in the case, and while the employee was pulling it out of the case and handing it over to the customer. It could have gone off before the customer even touched it. So, the dangerous situation was already set up and in motion before the cop even touched the gun. There's the liability.
Yes, a driver has to be taught how to drive a vehicle but not to look at or buy one. Same with guns. People can look at and buy them without being trained in their safe handling and use. (I'm not recommending that; just stating a fact.)