Why not? I believe its my responsibility as a father to care for my daughter. One of those ways is to protect her from guys who would think about taking advantage of her. If by presenting myself this way it makes them think twice about hurting my daughter then good. If it didn't and I have to use it to defend my daughter, then I am prepared and armed and I wouldn't hesitate to do so.
"Because I failed at instilling a strong sense of self confidence, good judgment, sounds morals and strength of character, she will obviously only associate with people that need to be threatened or killed for their actions, I'm going to stand here with a gun" - signed, asshole dad.
Raise your kids right, and you don't have to be that guy
It's a first date, obviously you don't need to be some kind of watch dog but I'd be concerned for my hypothetical daughter going out with some boy I haven't met.
Raise your kids right, and you don't have to be that guy