Did the "odd" message state to call a number or verify with bank? I've had the CC company call twice.
Once for a $1 charge that I never made or knew about. They call out of the blue asking about a few thousand in purchases a week after I've made them, and I confirm I made them and I figure that was the reason for the call. They then informed me that a $1 charge at some online store was made and refunded immediately and they wanted to know if I had verified an account there. I hadn't and they then let me know that some fraud was occurring and that $1 issue was common before fraudulent purchases were made and I should double check my bills for the next few months.
The other time I was making a purchase and it came up and said to call some number when they ran the card through the machine. They called and handed me the phone, and the company just noted that it was the first time I was shopping at a store selling a particular type of goods, and wanted to confirm it was legit.
Did the CC get your wife and ask if she knew her husband's card has been used for purchasing gas and attempting a large purchase at a gun store, worrying if it had been stolen? Or, did they ask your wife if she was worried because her husband just bought gas and guns?
Remember, computers are continually crunching your purchases and comparing them to fraud patterns in order to prevent credit card fraud. If you find fraudulent use on your credit card, you are out $50 bucks, but the bank is out the whole rest of the amount. So, they are protecting themselves, and in the end saving you money by not having to raise rates to counter for more fraud.
I've also had verizon call me to ask if I was really the one making all of the calls from another state on my mobile phone. A lot of companies have to fight fraud and it is all automated. I doubt the computer has a dislike of firearms.