Of course a restaurant has the right (or should have) to ask a customer to leave if that customer makes other people feel uncomfortable. In this case an anti-gun person would ask the armed person to leave and a gun supporter would ask the anti-gun person to leave. Which would you ask to leave?
I would explain to the uncomfortable person that these were just police detectives having lunch, and if she didn't want to eat in my place as a result, i would understand.
Then I would then explain to the detectives that if they wanted to eat in my place they would need to keep their stuff concealed.