You are replying to the most obvious of jokes, but even if it wasn't a joke your response doesn't really make sense. There is nothing in that comment that would imply that the person writing that comment misunderstood what you wrote.
No. It's hysterical admins using lousy logic to conclude that finger guns = violence. The logic is something along the lines of finger guns = real guns = killing people.
The only time I really heard this talked about was in elementary school, and finger guns were never a threat at the school I went to. Not even once, but the teachers and administration would harp on about it like kids were demonic for making them.