Continuity mistake: When they are talking about taking Sophie for a walk, Roy is sitting on the bunk. His captain's bars & medical insignia are on the wrong sides. After he stands up, they are on the correct side.
Audio problem: As Roy and Loraine enter the camp, you hear a "YEE-HAW" from Roy, but if you watch his mouth, you see he really says "YAHOO."
Answer: Even an Army field hospital would have SOME weapons for self-defense if the enemy attacked. What's meant is that it's not a combat outfit, and therefore wouldn't have enough weapons to actually attack anyone. (It's also mentioned a few times that the Officer of the Watch is supposed to carry a pistol at all times, but Hawkeye refuses to do it when he's in charge and Colonels Blake and Potter don't enforce the rule).
Captain Defenestrator