This is a very good question, since Max is the one who believes in and knows about Graboids.  One made-up answer is that he’s a gangster and just naturally goes for his gun when excited.  But another could be that the director forgot the “rules” of the show when directing the scene and just thought it would be cool to have Max do that.   We weren’t on location when the episodes were shot down in Mexico, so things sometimes got done in ways we didn’t agree with.

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