Really, he probably got it in by boat - it isn't exactly hard to conceal something inside a cargo container, and before 9/11 security measures were far laxer world wide.
Honestly, I think you are massively underestimating Magi. If they can cover up Cthulu in the middle of Fuyuki City, they can get weapons into a country without much effort.
Now, trying to smuggle something by plane is a damn nightmare, and you have to remember, security cameras. Using magic when you're on tape is also not a smart idea, though it might be able to be suppressed, you're still likely going to end up thrown on a no-fly list or classified as a dangerous individual through that coverup. It's just not worth the risk to hypnotize some TSA officer who wants to ask you why you have a bone sword with you in your bag to let you go.
Well, firstly is a bone sword even
illegal? I see no reason why it would be, it looks like an antique or ornament. Secondly, I don't think using magic on camera is a problem unless it is obviously visible, and I don't think mind-control magecraft is. Thirdly, do the TSA even record their sessions on camera? Fourthly, if they do, what prevents the person in question just "persuading" them to erase the tape...?
It's pretty clear from how Nasu plays things that Magi are essentially entirely immune to mundane laws. Not
once is a magus shown to worry in any way about the police, smuggling regulations or such things. They only care about the Association, and about dealing with witnesses.
