His right to carry is constitutionally protected. If carrying into a police station is a misdemeanor (I'm only guessing that he wouldn't be issued a citation and sent on his way for a felony), you shouldn't want a judge to have the power to take his right to carry over it.
While the state is not given in the OP, the fact that a CCW permit is required is given. The fact is that, if a state issued permit is required to comply with the law, then a judge DOES have the authority to suspend or revoke the permit, if the permit holder violates the law.
As long as the state's permit system is considered valid under constitutional law, that's the way it is.
I feel we would be in error to are focus too much on his rights, and not enough on his responsibilities. I see a disturbing pattern in his behavior.
The comparison with speeding has been made, and how doing 70 in a 60 or something like that is not such a big deal, and how it doesn't justify heavy punishment, and in that, I agree.
However, let's take a different example, also from traffic law, driving drunk.
Even if there is no accident, no one is injured or harmed, it is still a serious violation can result in fines, suspension of license, court ordered education/rehab, and possibly jail time. No one got hurt, should we let the drunk driver go with just a fine and perhaps a strong lecture? We used to do that, a lot. Its rarely done, these days, why might that be??
He failed to maintain control of a loaded weapon in public. As a result of that, he had to go to the police station where he failed to obey the posted warning, and so was in violation of law. I don't think he deserves a felony conviction and all that entails, but I would support having his CCW permit suspended, along with a fine, as a minimum. Just my personal opinion, and I would hope for that much leniency if I had done what that fellow did, but I would understand, if the punishment was greater.