The article does not mention that she used KCM to enter through security in the U.S. I suppose she could have placed the pistol in her checked luggage on the way to Italy? (Just trying to salvage the KCM for the rest).
Also, the article states, "Italian border police found a disassembled 40 caliber SIG SAUER revolver...." That's nice too. SIG has never made a revolver as far as I know.