This is both horrendous and smart:
According to sources, David Clark, the executive producer in charge of Fox’s weekend coverage, gave producers instructions not to talk about gun-control policy on air… The directive created a rift inside the network… During the weekend, one frustrated producer went around Clark to lobby Michael Clemente, Fox’s executive vice-president for news editorial, but Clemente upheld the mandate.”
It's horrendous for obvious reasons. And smart possibly because there was a strong chance that an anchor or guest would pop off with an insensitive disrespectful remark. So maybe the gag rule kept that from happening. But I think it's more likely they didn't talk about it because it makes Republican talking points on guns seem really, really awful.