Revealing mistake: In the scene with the motorcycle riding on its rear tire, skid marks can be seen from previous takes.
Revealing mistake: When the lady is jumping over the fences, you can see that it is a man with make-up and a really ugly wig.
Revealing mistake: The wall that Hooks has trouble climbing over on the assault course flexes as she tries to climb it, indicating that it is really a piece of thin board.
Revealing mistake: When Mahoney first meets Larvelle Jones at the police precinct, Jones demonstrates his vocal imitation skills by simulating machine gun fire. In the shot with the unwitting crowd, look at the police man to the far left talking to the lady with the hat. That officer ducks down a split second before Jones lets loose with his gunfire sound.
Answer: With no witnesses to say HOW their guns were taken, they could have said they were taken by surprise and overpowered. Knowing their characters, this is likely what happened. No one would know the truth, that they simply froze and allowed the man to take their guns away.