Number 1, never ask legal advice from a LEO.
Number 2, what would they arrest you for? If you don't have a permit you have to OC in KS.
Number 3, IANAL but as far as I know KS has a preemption law. Meaning JC can't stop you from OCing. KS also has the RKBA in the state constitution. You can also OC without a permit in KS. So are the police saying you can't carry in JC without a permit?
Number 4, let them arrest you and file a 1983 plus the rest of the good stuff. A lawsuit for violating your rights and false arrest will fix their attitudes.