The police are no experts on law. Oftentimes they get it wrong. However, the law is VERY clear. Anyone 18+ without felonies may own and openly carry a gun. It is a common misconception that you have to be 21. This is probably due to needing to be 21 for a CCDW and to buy from a FFL. There's a chance that the range has their own policy or perhaps they're just ignorant about the law.