She was actually about to say yes, she did have a gun, when Felicity realized that it didn't have any ammo. They'd distributed them when she arrived, but she'd never been assigned a mission.

"Just an empty one," she says, as his fingers brush against her, and more than normal, she wishes there wasn't a homicidal robot targeting them right now.

Maybe it was pure luck, but an explosion further down the hall erupts, and the robot actually turns around, its sensors attempting to figure out the bigger threat. Maybe it was time to run. She can almost hear Oliver giving her the mark anytime now.