I recommend viewing the Minnesota Gun Owners Caucus Youtube video below (jump ahead to about 1:57 when he starts talking).
https://youtu.be/A2FgovaiY1o
My personal opinion is that showing up at this event (armed or unarmed) would be a bad idea. Someone is calling for an armed march on the Capital and state Capitals. We saw what they did with the events of the January 6 DC march.