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Yes, personally go after the officers who arrested him and violated his rights under color of law.
That will also get the point across to law enforcement that law abiding citizens just going about their day armed, are and never have been, a problem for law enforcement, or anyone else.
The way law officers determine if there is a problem with a guy with a gun is the same for any other person, they visibly observe the person, and based on their observations, they see nothing and move on, or they stop and ask a couple questions, and either move on, or detain the person if they have a real reason to.