The Anstadt—Glass's rifle—is his single most prized possession. As much as Glass is furious at his betrayers for leaving him to die, he's much more bitter about Fitzgerald taking his baby away from him.
Basically, Glass treats the Anstadt "with the tender affection that other men might reserve for a wife or child" (1.2.46). Hopefully that doesn't involve spooning. Just as important as the rifle's sentimental value, of course, is its practical value—it's a supremely reliable weapon in a place where supremely reliable weapons are hard to come by.
The symbolic resonance of the Anstadt becomes even stronger after we learn the gun's origin story. Glass had snagged it while escaping Campeche, the island headquarters of the pirate Jean Lafitte, where had been conscripted into service for years. In many ways, this makes the rifle a reward for all of the pain he endured during that time; at the very least, it's a symbol of the fact that he actually survived the experience. Kind of like a certain bear claw we know.
All things considered, then, you should be able to understand why Glass is so pained by the rifle's theft. Thankfully, he does manage to get it back, though he can't help but notice "several new abrasions [that] marred the dark stock," as well as "a small bit of carving near the buttplate–'JF'" (2.27.12). Nevertheless, even if the Anstadt is a little worse for the wear, this reunion is more heartwarming than the end of When Harry Met Sally.