If you were a serving or ex member of British armed forces?

And had to carry a self protection side arm off duty, would you if asked leave it in the house? Only reason i'm asking is my cousin was a member of the royal Irish Rangers then amalgamated into the royal Irish Regiment and finished of his full 15 years or whatever. But he still had his side arm off duty, were all Catholic, kid sister was getting married and asked that he didn't have his side arm at the wedding in the church, the same church she was baptised in. He didn't go to the service but went to the reception. I'm thinking he was carrying at my own sisters wedding after she asked him not to. Is it possible that an ex member or serving member of the British military would disregard a personal request regarding a firearm?