Well, since they are making they argument that it does, you could ask them to prove their side. I'll put a nickel on them not finding more than a couple documented instances of someone getting attacked because they were openly carrying a gun. I'm not sure they would accept it as proof, but you could show them that there is no evidence of such a thing happening. Unless they pull the old "absence of evidence is not evidence of absence" argument, in which you are screwed as they have made up their minds and will not be convinced.
If you really wanted to show them, challenge them to follow you around as you OC.