It seems stupid in retrospect, of course. But I'd have also said it's not very wise at the time. So let me reiterate the message I learned from this case.
Yes, he's your 59-year old father, and he presumably loves you. But you two have just left a somewhat emotional therapy session, and you've got four children of your own you need to think about. When, after the counseling session, you go to your father's home to try to talk with him, and he pulls a gun on you, sure, he's probably just emotional, and probably doesn't categorically intend harm.
Nonetheless, when he tells you to leave, simply walk away. Do not -- I repeat, do not -- instead touch your head to the gun and say: "Go ahead, Dad. Go ahead and shoot me."
Because he just might.