Continuity mistake: At the start of the film, Glover's character blows away the Colombians with a shotgun outside their drug den. Immediately afterwards we're shown the Predators POV (in thermal vision) - looking directly down at their bodies, which show up a greenish color. This would indicate their body temperatures dropped to a much lower level impossibly fast. (00:07:00)
Continuity mistake: Shell casings on the rooftop disappear and reappear between shots after Harrigan shoots the drug dealer off the roof at the beginning of the film. (00:10:29)
Answer: As a reward for besting the Predator in combat, he proved himself a fierce warrior worthy of praise and the gun was a token of their respect for his strength.