I'd respond simply with something along the lines of the following:
It's the guns you can't see that you should be worried about. People planning on attacking others aren't known to carry their firearms in plain view of the public. Your very reaction is the reason for this. It draws attention, and people who are wanting to take advantage of others do not want attention. They want you to think that nothing is going on, until it's too late. If anything you should be thanking the person carrying openly, as it just may make some of those with hidden guns and bad intentions think twice before acting.