It's completely kooky, so kooky in fact, there's a (IMHO very funny) sketch about turning business competition into a gunfight: https://www.youtube.com/watch?v=mpC_hO15IoA. It's funny because the idea is so absurd.
United Launch Alliance has lawyers. Blowing up your competitor's rocket with a gun would be about the stupidest thing you could possibly do. The upside is low (single rocket launch ruined), the downside is massive (huge civil and criminal penalties). It also suffers from the typical conspiracy theory weakness: everyone involved would need to keep their mouths shut forever, and realistically, at some point someone's gonna have loose lips.