That's the problem with LE these days. They all have "my understanding of the law is...". There should not be an individual understanding of the law. It should be a statewide consensus. Even if a sheep feels threatened by the sight of a gun, that is not grounds to arrest an OC'er. A holstered gun isn't harming anyone. Everyone has their own opinion of what is offensive to them. Some t-shirts offend me, but that doesn't give me the right to call the police and expect that the wearer be arrested.
I would have told the officer "Oh, I won't OC again" or "I don't OC often" or just "Thanks for the insight". You obviously can't change his opinion of OC and how he chooses to enforce GATTTOP, just tell him what he wants to hear and go on about your day. We all know we are not doing anything illegal, so we shouldn't have to worry.