I'd be worried about theft and resale.
Theft--locking them out of sight is a start. But until you're out, consider yourself targeted for a burglary. Now, good agents practice good security, including having the IDs of potential buyers on-file back at the office. But frankly, I've seen too many agents ignore that practice (at risk of their own safety, and jeopardizing the safety of the sellers). Presume that not only are the "buyers" a bunch of junkie thieves, who will drop the dime on you to their junkie friends, but also the other agents. All your valuables should be locked up 24/7 until you're out.
Resale is important, as well. Anything that can put off a buyer should go, and a lot of that will count towards security as well. Nobody should be able to suspect you've got guns--and that means de-gunning your basement gun area, as well, and boxing up all your gun magazines. Ditto for family photographs (and consider that a security step, as well). You don't want your gun collection chasing off a sale, potentially costing you thousands.
Having an "off-limits" closet is not a good idea. Buyers will presume the worst: horrible water damage, a terrible mold smell, or that you stuffed all your clothes in there to disguise a lack of storage. And they will pass before they ask.
A locked armoire, though? Go for it. Most people will just assume that's where you keep the sex toys and bondage gear. Speaking of, you should pretty much assume that every drawer and cabinet in the house is going to get opened and looked in. A lot of these buyer's agents are real lazy ****-lords and won't properly supervise their clients. They'll be playing on their phones in the dining room while their charges are in your bedroom, pawing through your tightie whities.
If you're super-sensitive about that, bag your private stuff up and be ready to pitch it in the car. You don't have to be ready to show your house at a moment's notice, whenever you're out. You can insist that your agent affords you time to do such things. Many people do, in fact. Some even have a minimum of 24 hours' notice written into their listing agreements.
This might actually be a solution to your problem. Depending on the size of your collection and local laws, you might be able to bag, box, and rug everything, load it into your car, and take a drive.
Oh, and refuse open houses. Not only are they horrible security risks, they're not effective at selling houses. What they are good at is generating leads for your agent's employer. If someone's going to buy your house, they're going to find it on the internet, or through the Multiple Listing Service. The people that go to open houses are, in order:
(1) Neighbors
(2) People who aren't seriously looking for a house, just "looking" for a house
(3) Thieves
All three are total wastes of time.
*sigh* What would I do...
...okay. Go to your bestest LGS buddy and ask what he would charge you to store your guns. Work out a per-month price ahead of time, and agree to "one in, one out" rule--in other words, you drop them off once, and pick them up once, no withdrawing your guns and bringing them back whenever you go to the range. You get to keep whatever handguns you can fit into your (bolted-down) small safes. Everything else, you won't be using for awhile.
He might whack you for transfers, but really, a few hundred bucks (depending on the size of your collection) is nothing compared to a lot of sale preparations people do. It might save you thousands, or prevent a robbery. Consider it good encouragement to get a larger safe.