The NCIS squad responds to the boatyard and is investigating the deaths of the gun thugs. Pride asks the obvious question as to why NCIS is involved, and is shown a box containing some items from his childhood. That is not a legitimate reason for NCIS involvement. The investigating agency would interview Pride, but NCIS would have no involvement as there was no crime involving the Navy or Marine Corps.
As is often the case, Pride wears sunglasses when entering a dark building from a daylight exterior. Trained police do not do this, since their vision would be impaired. His shooting the gun thug would not have happened as was shown since Pride would not have been able to see him.