Honestly I would return the gun or at the very least call the seller. With my luck the gun would get reported as stolen. Not worth the hassle and potential liability. Very likely the estate would not even want it back in which case I would keep it, but if they did want it I would return it.
If it is an estate does any one even know it is missing. Or was ever owned...???
Of course do the right thing but as mentioned folks have bought furniture at estate sales and found things of value