And now you know that if you had changed the locks on your place, he would not have been able to get in without "breaking and entering" whereupon you should have called the police... not retrieved your gun. I suspect that anyone who goes for his gun first will be treated as the offender... but by not securing your residence in the first place, you gave this perp the means to displace you from your own home.

It is not up to the police to do anything more than determine the facts and the fact that you were holding the gun certainly makes YOU the visible perp. You should get a better quality of friends.