Hi Traumerin and welcome to psychcentral. I don't think you should be hard on yourself with this fetish, because its not morally wrong since you're both consenting. IMO part of what fuels a fetish, is the forbidden factor..... so your acceptance might make the fetish have a decreased hold on you. Its not any different than someone who's into S&M. If the fetish was hurting someone else, or forced upon another person, then its reason for concern.

Are the firearms loaded? I wouldn't advise loading them, to avoid them accidentally going off. Do store them in a safe place if children are around. As long as the fetish doesn't interfere with normal life and you both feel content in your sex life I wouldn't worry. You're also fortunate your husband is fine role playing with you. If you feel unsettled then speak to a therapist and best of luck.