The agent wearing a grey coat goes in empty handed, retrieves the suspects gun from his waistband at the small of his back, then exits holding the weapon before the first shot is fired.

He was in possession of a firearm; but he was disarmed before agents opened fire and murdered him. At no point was he holding the gun and/or a threat.

Watch the Nazi in the grey jacket, very clearly nothing in his hands. He jumps in and is visibly digging at the victims waistband. Then, as another Nazi executes the victim, you can see the greyshirt skuttle away with the brown gun they're picturing. One Nazi had his gun when the other Nazi shot him.