He can't take the gun with him anyway. He holds the trigger down and just tries to keep it aimed in a consistent direction until all the ammunition is gone. Then he unstraps it from his body and dumps the whole thing overboard. It'll go to the bottom and mark its position with a column of steam; later, Mr. Lee's Greater Hong Kong can dispatch one of its environmental direct-action posses to pick it up. Then they can haul Hiro before the Tribunal of Environmental Crimes, if they want to. Right now he doesn't care.