I am a gun owner. I've done many training classes with handguns, shotguns, carbines (AR-15 being my choice of carbine).

the single point sling that most of these guys use is just absolutely unsafe for such a demonstration, since it requires that you have your hands on the weapon at all times. 2 point sling, across the back muzzle down is the appropriate way to carry the safest way in these situations, but it looks less "operator" and less cool.

That being said, bringing weapons to a protest like this is dangerous and stupid. Yes, it's legal, but it's stupid. In Virginia, the protest was different because the protest focused on gun rights, I still would not be comfortable bringing a loaded weapon to a protest where I'm going to be shoulder to shoulder with hundreds of others, where someone could come and grab my weapon. This is why I conceal when I carry - the less information someone has about my carrying a weapon the better.