Libs of Lemmy: I'm a liberal, and I'm also a proud socialist. And so are you.
This is possible on Disco Elysium: you can bark out communist stuff and be an Ultra, and the rest of the team calls out how silly that is at the end. 
Wait I just started playing (currently at the part where I have to get the signatures in the village for Evrart) and I might be accidentally taking the Ultra path? I kept trying to distance myself from the Union while still doing all the commie lines because I'm pretty sure the Union is essentially a mafia exploiting the dissatisfaction with the Coalition and the revolutionary nostalgia in Martinaise. I wonder if I've just sunk into the armchair though.
Doesn't help that 
called me a Social Democrat so I went off on him
Evrart and Joyce are amazingly well written characters. It's important to read between the lines when dealing with them, especially in how they perceive you. You are not yourself, you're a fucking pig in this world and their perspectives match that reality. Of course Evrart treats you poorly, you're a fucking pig and he knows that at any second you can start arresting/murdering union members without consequence. Conversely, of course Joyce treats you well, you're a fucking pig and she knows you're a foot soldier for capital. It's entirely possible that a union leader might want to conceal their actual power level from the fucking pigs.
There are many nuanced reasons for taking his sweet time finding your gun. He is a busy man!