do the trick or treating thing,
kids are still small,
do it for them,
good on you for calling her on the crap behavior,
she does know what you do,
it's not like your carrying the gun for $hits and giggles,
it does have a real purpose, she knows that, she's just trying to push your buttons (you should know that),
she can only push them if you let her push them.

Take the lead, speak to the daycare,
tell them that you heard there was a possible issue so you wanted to clear it up, let them know what you do,
that it is legal for you to carry it, it is safe and your job is to keep people safe, not to put them in harm's way. You also trust the daycare to have your children's safety as one of their forefront concerns and they should never feel like they can't ask you questions like this because it's important that they feel comfortable with you as a client just like you feel comfortable with them watching your children.

It's ok for people to ask questions,
it's ok for you to answer them.

You know you're wife is trying to get a rise out of you,
guess what, she still knows what works ;-)

Like I've said in the past, you can handle it.