It had quite a bit to do with the plot.

He informs them that they bring people to the planet to hunt and that they learn from their mistakes. Even gave them some ideas on ways to defeat them, like the mud. ( Or was it the chick who mentioned the mud? )

As for the rifle, it likely was destroyed with the explosion of the body or taken by the predator as a trophy?

The ending was not bad, setting up for a second movie. It was better than either AvP so I cant really complain. I just wonder how the guy loaded up a 20 round drum of the AA12 with 8 rounds. He fired far more than the 56 rounds he had on him. Unless he was smuggling 12 gauge shells in his ass.