She considers this, then examines the record player more critically. "Could help you out with that if you don't mind someone grabbin' you."

That, she thinks, is probably the key point in this. The thought of someone else touching or holding her physical gun form worrying. Perhaps if she trusted the other person, but the only one she might allow that for at the moment is Lights. She doubts he'd know what to do with a gun, though.