The carry, and use of "unauthorized" weapons, especially handguns, by people of rank, and people of no rank, during WWII, Korea, and Viet Nam is well documented.
Sometimes they were war trophies, sometimes they were sent by relatives, sometimes they were acquired on the black market. Sometimes they went home with their owners, sometimes they were passed on to others in theater.
I know that the troops fighting in "the sandbox" are more rigidly regulated than earlier wars, but I'm certain a degree of the same thing still goes on.
I can tell you from personal experience that just about ANY handgun is more useful inside your sleeping bag than an M16. And that there are still people in the military who value their own skins higher than what they consider BS regulations. I clearly remember a time when, one of the common answers to "hey, that's against regulations!" was "what are they going to do??? Bend my Dog Tags and send me to Viet Nam???" (especially when you were already in Viet Nam)
The same still goes on today. The sense of personal security provided by an "unauthorized" handgun overrides "mickey mouse" regulations for some folks. Once upon a time, commanders allowed for this. I think some still do, as long as everything flies under the radar.
There are many stories from vets about how a pistol that they weren't officially allowed to have saved their butts. I've read about a .38 that went through several Marine's hands on one of the island campaigns.
One fellow I knew who fought in the pacific really wanted a Japanese pistol as a war trophy (and yes, he did carry "unauthorized"). He finally got his "Jap Pistol" on the FOURTH try. The first three pistols he captured were all American made, 2 S&Ws and a Colt!! nicely made Japanese holsters, but US guns!! (Japanese officers apparently liked American pistols
)