Why did Lanyon arm himself with a revolver while waiting for the pick up?

Lanyon armed himself with a revolver in case he needed to use it in self-defence.

"... why was this gentleman to be received by me in secret? The more I reflected the more convinced I grew that I was dealing with a case of cerebral disease: and though I dismissed my servants to bed, I loaded an old revolver, that I might be found in some posture of self-defence.