Their attorneys should raise the 2nd amendment issue of why Massachusetts requires a license, which is often not issued based on the sole discretion of a local police chief, to merely purchase a firearm and keep it at home, or to possess it in any way. And add to that the issue of Massachusetts applying that law to people who are just passing through the state.
If they’re not charged with anything, then apparently unlicensed firearms are acceptable as long as you claim to be a sovereign citizen.
If they are charged, they should take legal action as you suggest.