"It's a nightlight-stand head, see, you put the light face-down on a table and turn it on, it allows light to spill out, a perfect little nightlight"
"It's to help keep the head cool when you set it head-down on a table when it's turned on"
or just don't even bring it up, act as if it's a non-issue (which it should be), certainly don't describe it as a "weapon"
i'd imagine something like the E2D would be harder to slip by, with the words "Executive Defender" boldly etched on the body tube, a Gladius might get some raised eyebrows with it's gripfins at the back (as would the Maxlite series), but those you can explain the back-fins away as an anti-roll device, which they are