Would New York City or State offer the same courtesy to someone from a nearby state who was caught violating their law? I don’t think so.
Seems to me if he had the bullets upon arrival in India than he had them when he was in the airport leaving NYC. Which means he was breaking NYC law (unless it is lawful for an off duty policeman to carry loose ammo around).
NYC likes to arrest people when they leave one La Guardia terminal and go outside to connect to another. That brief walk, to make a connection, with an other wise lawful weapon puts the person in NYC and makes them subject to arrest.
Sorta interesting to see one of NYC’s finest get hosed on a similar law in India.