Did you miss the fact that he has (or at least had, prolly still has it though), a custom Orange Turnip gold plated gun?

Why does he need a gun when he has an entire army

I don't know, but they charged Maduro with possession of a machine gun, so ¯\(ツ)/¯

Sitting presidents cannot be indicted, he probably doesn't care at all if he's allowed to. Might be additional exception rules for members of the armed services, as well.