Michael, somewhere in the middle of R'lyeh, facing a 16 tentacles cosmic horror eating reality with his Thompson, after passing through a alien city, fighting abominations along the way, fighting strong winds, and complicated mechanisms, when suddenly:
Cops: "This guy just right there!"
Michael: "CAN YOU SEE I'M BUSY?? HAVE YOU SEE THIS THING?"
Cops" Do you have a permit for this machine gun?"
Michael: "Wait... What? How did you even got here??"
Cops: "So you don't have a permit?"
Michael: "CAN YOU HELP? HUMANITY WILL BE DESTROY"
Cops: "Not our jurisdiction, please give me the guns, don't resist"
Michael: "you have to be kidding me..."
I don't like this weakness at all, make play the whole game in not a fun way just to wait for this weakness to show up, having a crappy gun at hand, instead of playing the big guns and the ammo supplies. It's very annoying. They did it better with Chapter 2 Tommy Muldoon that can lose resources instead.