Imus may be a lot of things, including and not limited to "hot headed blowhard" but he is, from what I have seen, openly armed all the time, including on the air in the studio in New York. I would not assume he armed up for this confrontation, it's his normal attire. Nor would I blame him for carrying a gun and knife on a ranch in Rural New Mexico. For all you city dwellers, we need knives to cut open hay bales and feed sacks, and ranches in New Mexico attract coyotes, snakes, rats and other vermin.
Perhaps I should blame Newsday then for making it sound more menacing than it really was? :-)