I just watched that as well and was coming here to say something about it. Don't know if it was old or a re-run. I also think the guy might have been with her rather than working at the shop, but I'd have to check it out again to know for sure. It's probably on the DVR I'll look into that a bit later.
I wish I could find the clip (looked around for it already) but yeah, as the OP said, a guy walked in with a thigh rig and a pistol. He carried in the trike, stood in the back ground while they were talking, then carried it out.
No problems or reactions.