Perhaps you misheard or misunderstood.
What happens with guns and high-value items is that, upon returning to the building, the driver unloads them individually and gives them to a clerk who signs for them, inventories them, and locks them up in a cage.
At the end of the evening, a supervisory person then puts them on a cart and takes them individually to the outbound trailer so that they do not go over any conveyor belts. They are again signed for, using a sort of chain-of-custody procedure, and then at the destination facility they are individually unloaded, signed for again, and taken to the truck and driver that will make the final delivery. The goal is to minimize handling and opportunities for theft, and to keep them off of the conveyor belts.
So then they are followed by supervisors because they have too many thieves in their operation