Now tell me the one about the Air Marshall again ....
Once upon a time......
Air marshalls have considerable training on weapon retention--far more (I would hope) than most CCW carriers. In addition, they also have the authority, once they have revealed themselves--to demand that everyone else remain outside of grabbing distance (IIRC there was a bit of a stink awhile ago because an air marshall who reacted to a crazed passenger did precisely that for the duration of the flight). Ordinary citizens with CCWs would not have the authority to forbid other people from getting close enough to grab their weapons, and lacking such authority could not reasonably keep their weapons safe.
BTW, while sky marshalls may be a useful adjunct to arming pilots, the armed pilots should be the most important component of flight security.