Walking away was good.
The other guy pushing an armed man that he thought was rash enough to break gun laws was stupid.
Tip: Never argue with anyone regarding OC. Explain it once. If they continue to argue the point, walk away before they can get stupid and push you.
Always remember that for every person with whom you interact, probably dozens merely observe your behavior. It is they whom you are trying to reach. One single explanation followed by rationally avoiding confrontation will go a long way to winning most of them over.
In the real world, it is most effective to make your point and move on, not to "win" discussions with pig-headed people. Let them be pig-headed. You ain't changing that. Win over the bystanders.