Two things to be careful of is that if you are not the next of kin under Maryland law or by will, you cannot legslly take possession. It is generally the immediate next of kin, who’d have to go the FFL route to transfer them to you by federal law.
Also if at some point a family members decides to make an issue out of it and brings it to the courts attention, if it really must go through an FFL under Maryland law, you are probably looking at a felony.
Those both might not be likely, but across state lines, especially if you aren’t the immediate next of kin like a son or daughter of the deceased, I’d make sure to follow what the state police say, or fire off a question to the state DA’s office to ask for something more definitive and then follow that. It would suck real bad if a cousin got their stuff in a twist and complained to the probate court and then you might end up with Maryland coming after you or even the feds.
Low likelihood, but big consequences if they do. Having to go through the hassle and possibly expense of transferring every firearm, but you might find an FFL on both ends willing to cut a volume discount and transfer all of it for a couple/few hundred bucks unless you are taking dozens and dozens of pieces, could seem real cheap in the end compared to the small chance of fighting a felony charge from a state of the feds if what you’d be doing is in the wrong and it is made aware of.