@Dragoon91 >Why would you say to your hostage that the gun isn't loaded? Am I missing something?
He considered that maid struggling and escaping to be more of a danger than his bluff getting called. That's a good enough strategy if you can prevent the hostage from talking.
On the other hand, he may have been lying.
But overall, I'm under the impression the two are just comically incompetent criminals, and should stick to honest work instead.