Michael Bane gives some wonderful advice in his podcast on how to deescalate a scenario if you are 'made' to be carrying a gun.
I'm glad I listened to this because honestly, my stubborn ass would probably go into full Threeper mode trying to assert my rights, blah blah blah and thus, increasing the risk of being shot. In some situations, sucking down one's pride and simply leaving is the best option.
We carry guns to protect ourselves. We do the exact opposite by being dicks in a situation where courtesy and a bit of obfuscation are better called for. Gun safety is important as is knowing the laws pertaining to carrying of concealed weapons and what to do in code red situations.
Give it a listen. You might learn something!