Nobody should be carrying around a gun safety-off. Most businesses do restrict the carrying of weapons onto the property (concerts?) already. As FCad said, banning them can open themselves up to spree killings. It's a matter of risk.
And he, like most normal people, doesn't flash his gun. Laws are typically geared toward the circumstances. If you ask someone to do something, and flash the gun to say "I have a gun", you'll be hit a lot more severely than if you're on a bench showing somebody your gun. This would still be a terrible idea, as somebody will still call the cops and you'd have to deal with them, regardless of whether or not you get charged with anything.