Both open and concealed carry are legal in my state without any permit. Lots of folks up here in rural North Idaho carry, some openly. I conceal carry in my Walmart all the time. The area Walmart stores haven't sold handguns or "assault rifles" during the 11 years I've lived here, but I bought pistol ammo there a few months ago.
Nobody around here even blinks at open carry, though I will admit I can't recall ever seeing anyone open carrying a long gun, just pistols. Hunting season just started so sometimes you will spot rifles or shotguns in truck gun racks, but not even that very often. Maybe no one around here has a point to prove.
Arrest him for what? Open carrying a loaded gun is perfectly legal in Kentucky. The man was informed by the cops that Walmart didn't want him there, so he was only legally required to leave and not come back, not to unload or keep his firearm unloaded. And the cops were smart enough to understand that. Not everyone is scared of guns.
And a concealed weapon is no less deadly than an openly carried one. The only difference in the two methods of carry are how the public reacts. That's the main reason I carry concealed, but, honestly, outside the waistband would be much more comfortable.