Happened to me once. I asked "what set off the sensor" in a friendly way, and was told "gunpowder." Sure enough I used one of my flight bags to carry extra ammo to the range! Never again.
I think everybody has forgotten that Delta was the airline that just had a passenger collect his checked gun at an airport in Florida, go into the bathroom at the terminal and load it and then come out shooting. He killed five people. So I can see why they might be concerned.