Believe me, I know, he should be a gun, but, atleast in the US, they have a hell of a time trying to do that. Even the last G1 Megs figure they did in the Classics/Generations line,(which looks NOTHING like a real gun) they still had to put orange all over him to pass safety laws. That's why they were never able to release the re-issue of G1 Megs or the Masterpiece Megs. Here's some pics of the reissue, just for your own personal shock & horror!
http://www.tfw2005.com/transformers-news/generation-1-1/unreleased-generation-1-megatron-reissue-images-177762/