"It's the job of a cop to arrest criminals, execute search warrants, conduct traffic stops and searches, etc. Their guns are part of their job."

Then you're admitting its a matter of cultural expectations. We expect cops to be wearing a sidearm, so no harm no foul.

However, in states where it is allowed to openly carry firearms, then there must also be a local expectation that when in public one may see ordinary citizens openly carrying sidearms.

Also, who are they threatening? Presumably most of the people at these events agree with liberalized gun policies.

(And we can't exactly use the DC rally's counter demonstrators as ones threatened due to the fact that the laws aren't such in that locality).