There are different stories out there that Wahlberg is anti-gun.
http://nymag.com/daily/intelligencer/2012/01/mark-wahlberg-thinks-he-could-have-stopped-911.html
I don’t know one way or another, but there’s nothing anti gun in the article you linked.
So? There are tons of celebs and politicians who are publically anti-2nd-Amendment in public, but won't step out their front door without either carrying or making sure they're surrounded by people with guns.