Bases generally require personally owned weapons to be stored in the individual's unit arms room if the service member resides in the barracks. Google "can I keep a weapon in the barracks at [insert name of base]" to check for official policy on the base in question. Not saying it doesn't happen, but I would guess it is a serious issue for a soldier to be caught with a personally owned weapon in the barracks.
You can believe what you want, but my last deployment to the Sandbox ( the Navy as been there off and off from 1946) I told my sailors if you have a gun in the barracks bring it over to my house and I will put it in the safe. My kitchen table looked like a pawn shop.