To the best of my knowledge there are no firearms retailers in DC. Even if someone wanted to open one, I suspect that the local ANCs and the DCRA would make it almost impossible to set up shop in the District. Opening any business here in DC can be a difficult and frustrating process, and that is when the city is indifferent. If it is something that the city leaders and voters disapprove of, and I guarantee that your live will be miserable.
I think the best bet for would be gun owners would be to be able to buy a gun in either Maryland or as is more likely in Virginia.