As long as their faces are not concealed (I'd say lose the balaclavas, or at least pull them down so that the entire face is exposed), I have no problem with what they did. As the Black Panthers did in California, they lawfully exercised their 2nd Amendment rights.
I am somewhat familiar with Frankfort, Kentucky from decades ago, had a good friend who hailed from there. It is just a sleepy, quiet, sedate little town in the Kentucky bluegrass hills, pleasant enough place, totally unaccustomed to demonstrations such as this. I would imagine that more than a few people totally lost their s***.