This trip was to Europe, so naturally, Jimmy couldn't carry guns like he did in the United States; he left both guns in the safe of his New York apartment. Since it wasn't an official flight, nor was he carrying a diplomatic passport, Jimmy wasn't eligible to carry guns. Of course, if local permits were issued, it wouldn't be a big issue. TSA and customs reporting could allow for carrying firearms, but it was just too much hassle. The return journey would require going through the entire process for approval, and even though he had a significant lack of security, it wasn't worth the trouble.
New York and Paris were six time zones apart, and because he hadn't prepared in advance, he had to depart during the day. By the time he reached Paris, it was already night, and all he could do at that time was find a place to stay and start his outdoor activities the next day.