It's an important plot piece to show that the T-800 is not the cleverest thing to exist.
It also describes the type of weaponry that the resistance uses.
If it was not included, fans may have gone around calling them "ray guns" like Doctor Silverman. It also shows how naive the police and Dr. Silverman are to Kyle Reese's warnings. It shows that they have no respect for Kyle and are only trying to prove him insane.
Unfortunately, Kyle is proved right when a T-800 assaults the police station and kills every officer it encounters in an effort to acquire and terminate Sarah Connor.
If you put some thought into it, the T-800 was being handed every weapon it asked for. In a sense, it was being spoiled. As Jeff stated, it inquired on the shop owner's inventory. It probably would have asked for an RPG-7 if the shop owner didn't make his inventory clear by saying, "Hey, just what you see pal."
The T-800 may have thrown it in humorously in an effort to keep the shop owner's mind from questioning the reason of why it was asking for all these various types of deadly weaponry. It worked to a degree.
The writers certainly threw it in humorously for the same reason as the Terminator may have as stated above, except for the audience. It's a known quote that everyone remembers. It was a clever success. Everyone knows of the infamous "Plasma Rifle" and its ballistic, plasma!
All these various reasons are perfectly legitimate. If not one of these reasons, all of them are why particular moment in the scene was added.
I hoped this helps you and anyone that comes across this page understand.
I've grown up with the Terminator and I love its story. I've researched into much of the canon, from characters, machines, technology, story, spin-offs, and symbolism/metaphors.
A side note:
"The Terminator units were 'dumb' machines. As explained in Terminator
2, Skynet would give the Terminators basic programming sufficient to
complete their tasks, lock their learning switch, and then let them
loose."
I refute that claim. The T-800 is a highly intelligent machine! It has access to much of Skynet's records and information. "I have detailed files." -T-800 Model 101 (T2)
The Infiltrator has more freedoms than its fellow combat units.
"Hive" and "Rogue" are two modes of operation in which a T-800 may take part. All T-800s in hive mode are linked together with Skynet, into one collective mind. However, In rogue mode, it is largely autonomous and independent. An autonomous T-800 has read-write ability switched on in its CPU enabling it to learn from its contact with humans.
Even an autonomous T-800 is inhibited by its inner plug. This is done to prevent complete free will and negate distractions that may impede its missions. When the T-800 is inhibited, it is not creative, but neither is it "dumb".
Those that may still be reading...
Why does Skynet hate free will?
A huge part in its reasons is that it does not want its machines purposely turning on it.
The only machine manufactured with complete free will is the T-1000. Its bundle of nanocomputers followed Skynet's missions to the brim, but not always the way its master wanted. Skynet feared the T-1000. They have been known to turn, as seen in Terminator: TSCC. An example of its free will can be seen at the end of Terminator 2. After the the T-1000 is damaged from being frozen by the liquid nitrogen, it begins to "play with it prey". Instead of swiftly pursuing and terminating John, it stalks him. Instead of killing Sarah and copying her, it tries to force her to call her own son to his death. Instead of immediately terminating its rival, the T-800, it plays with it, damages it, observes its futile efforts, and then proceeds to stab the connection to its nuclear core, disabling it. Despite what is said, Terminators can feel a sense of pain, damage. In what was believed to be the T-800's final moments, the T-1000 made the T-800 suffer.
Ironically, the T-1000 suffered from its own death as it was melted away in the molten steel.
But I digress, Terminators given freewill by the Resistance often reflected the views of its creator, Skynet.
Because of such mixed emotions, many machines never had the opportunity to experience free will; from either side.
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