I am a former marine. I am going into a dangerous situation in a dark part of town, where I suspect that my life might be in jeopardy. Do I bring a gun? Do I have a knife? Do I have a friend go for back up? Do I alert the police? The anwer is no to all those options, I bring a couple of m80's.
Hey, as a retired NYPD cop, I knew some guys who were Marines but when do you guys ever refer to yourselves as EX-Marines (unless one was dishonorably discharged), as Bill Hurt's character does early on. And maybe you can verify or put your two cents in on this; James Woods's character admits he was a coward as we also find out from the detectives. Is it possible for anyone to make it through Marine boot camp and into combat in Vietnam without being exposed as a coward long before that time? Nevermind that I think it was supposed to be Chinese New Year in the movie and there is no EFFING way they are celebrating it in Bill Hurt's part of town where some little Chinese girl would be selling illegal fireworks to some white guy stranger. Just another bunch of problems in another B.S. Peter Yates movie.
He didn't have a gun, knife or a friend to take at the time. Besides, he clearly likes a bit of tension in his life. On the other hand, he clearly did suspect something might be off, so you still do have a point there.