Before y'all get all gung-ho on the technicalities of this scenario, allow me to explain: Nick and Judy are cops, which means they're rarely out and about without their weapons, even off duty. They are trained to be ready to protect the public wherever and whenever a situation arises.
Judy is able to manipulate the seemingly large gun she has with ease as it only weighs two pounds! Don't believe me? Here, see for yourself; and if you're wondering what the hell is up with Nick's gun, read the description of Standard Issue: