Depending on location, law enforcement can override company policy.
However, I'd file a complaint with the sheriff's department anyway. Officers are supposed to be polite, but detached when dealing with the public. His attitude is unprofessional. If you have the badge, and you have the gun, then you're representing the department, on duty or not. Behaving that way while carrying a badge is exceedingly unprofessional. So while he may have been legally in the right, he shouldn't have behaved that way. In some departments (I don't know your local policy) he could get in trouble for that behavior, even if he didn't for keeping the gun.
Edit: Tried to make the post more position-neutral to avoid fratching.
However, I'd file a complaint with the sheriff's department anyway. Officers are supposed to be polite, but detached when dealing with the public. His attitude is unprofessional. If you have the badge, and you have the gun, then you're representing the department, on duty or not. Behaving that way while carrying a badge is exceedingly unprofessional. So while he may have been legally in the right, he shouldn't have behaved that way. In some departments (I don't know your local policy) he could get in trouble for that behavior, even if he didn't for keeping the gun.
Edit: Tried to make the post more position-neutral to avoid fratching.
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