Strange question from an agent

I am curious and slightly concerned about what kind of information on passengers pops up at security. This morning when I passed through security the agent that scanned my ID specifically asked me “no firearms right?”

I’ve never been asked anything like this and he didn’t ask the other passengers in line with me anything of the sort. I would obviously never even think about bringing a gun through security onto a plane. I have been thinking about it all day and am very curious about why he would have asked me this. I’m a responsible gun owner, have no criminal record save for a DUI when I was 21. Certainly nothing violent and no felonies. But it would seem I’m on some kind of list, and it’s bothering me. Should I be concerned?