If you have a deer carcass in your possession at a DEC checkpoint during bow season with a bullet hole thru it, then I could see them harassing you about the gun in your vehicle. Otherwise they have absolutely NO reason to bother you about it.
We have various gun laws in effect EVERYWHERE in this country. Some are federally mandated ones. Many of these laws make a great deal of sense, but of course you guys think NO laws will help stop crime. Go ahead and try it in a big town like NYC and you will see what happens.