I too say to delete or not reply.
However, if your conscience will not allow that, I'd tell them to just find a local gun store that could help them with the proper import paperwork.
(Not that it isn't already "too late" but that it's at least a quasi-legal answer, and might get them in the right direction. Perhaps they did not actually transport the firearm, but it is "theirs", and some relation here in the U.S. was storing it for them.