It's kinda hard to wrap your brain around sometimes, but bad people can be patriots too. When you have a proper, full-scale war going on, these people become a resource like any other.
Anti-corruption is great during peace time. Necessary, even. But it cannot always be the top priority in all situations, that's just not practical.
I would even argue that if you're not continually adjusting your priorities as situations develop, you're not a very good leader. So yeah, buy his guns now. Throw him in prison later. Can even confiscate back some of the money you paid. You have to win first though.