What, pray tell, is an “NRA spy”? Were these antigunners doing something so secretive that they didn’t want their methods and motives made public?
Exactly. If a mole were altering or destroying property or information, or smuggling out security codes to allow others to do so, that would clearly be unethical and almost certainly illegal. It's also possible that a group which is investigating a theory that may or may not be true might not want to have be associated with the theory until they confirm its veracity. But what else would an honest organization want to keep secret?
Further, correct me if I'm wrong, but as a non-profit corporation the NRA has meetings that are open to the public (at worst, access could be had for $35). Doesn't seem like a secret society to me.