Sorry, but I don't buy that. The White House is Federal territory and the local ban wouldn't apply. For example for years the county where Enterprise Alabama is located is or was dry. No alcohol sales. That law did not apply to nearby home of army aviation, Fort Rucker. Every 21+ girl in the county was always in the Rucker Officer's Club every Friday night! Now, maybe Ronnie said no....or much more likely the Secret Service said NO! But it wasn't a DC gun law.
It was a long time ago, 25 years ago? but I do remember I read it somewhere, or maybe it was even in one of her TV interviews that she said it.