That's a US Domestic only program, and it requires a week long training program to get certified, at your expense. The guys who do carry in the US are not allowed to take their guns out of the country. Remember this incident?
The agency is investigating whether the pilot was handling the gun as directed in policies.
Classic. I'm venturing a guess that since a bullet went through the fuselage, while flying at 8,000 feet, that the gun probably was not handled as per the policy directives.
