Ranged weapons - searches and exchanges in Gun Shop/Police Station

[Zed's dead baby]

Please bear with me if this has been answered elsewhere, but I couldn't find it:

In a game where 2+ Heroes are situated in the same space in either the Police Station or Gun Shop is the following scenario plausible?

Hero with a shotgun takes his/her turn first, fires and loses the gun, next Hero picks up the shotgun and fires and keeps gun, next (3rd) hero (exchanges) takes shotgun from 2nd Hero and fires [whether the Hero drops it or keeps it doesn't matter as being in either the Police Station or Gun Shop lets them automatically acquire it during their search phase] to then repeat this process in the next Hero turn or it could continue to a 4th Hero.

I can't find anything in the rules to suggest that the above scenario isn't plausible, but it seems to be highly advantageous to the Hero's i.e. a little unfair.

Has anyone had this happen and how did you play it out or what's your take?

Thanks for any input/feedback