Saying "i am getting my gun and going to retrieve my stuff" guarantees that 6-8 police cars will converge on the location within minutes. Once there, they will apprehend the thief since they are there already.
Some pissed off riff-raff family member decides that you look like the killer.
You’d better have a top notch lawyer in your family or prepare to spend lots of money hiring one.
Which, in your hypothetical "you might get extremely unlucky" scenario, should give you no problem, since you never had a firearm on you in the first place.