What do you expect them to do? It wasn't someone you know, it wasn't someone who has a personal motive to kill you, and they don't have any way of determining the owner of the gun.

Would you want to bother investing the case where someone in SF shot at a car and no-one was injured.

Also, give the agent a key and/or get a key box with a pass code and give that to the agent. There really is no excuse to hide a key on the property these days.