I get what you're saying, but I guess I just disagree that the presence of guns automatically makes a situation more dangerous. As they say, guns don't kill people; people kill people. A civil person with a gun will cause less harm than a person without a gun who is intent on causing harm. That said, an uncivil person with a gun can cause considerably more damage than an uncivil person without a gun, but that's irrelevant if the group is entirely civil (which the Tea Party seems to be, or at least those actually bearing the firearms).
As to why bring a gun to a rally, I think it mostly has to do with the large overlap of 2nd-amendment advocates (NRA types) and the Tea Party. It may be a lot less common in some states versus others, but some people choose to carry firearms (either concealed or "open") everywhere they are legally allowed, if only to exercise their right to do so. Other people have real concerns over their own self-defense in general, so perhaps they carried at rallies, even though they may not have felt any explicit threat by attending the rally versus any other place where they live. I bet that some of the guns at rallies (especially rifles) were unloaded and used only as props to go with the colonial garb of some Tea Partiers. I can't say for sure. I've never actually been to any of these rallies, but I have come across the types of people that I just described around where I live, so I only have that limited insight into the minds of these people.