From Bearing Arms:

Intolerant views are common; everyone has them in one form or another, for one class of people or another. What’s completely unacceptable is when intolerance views morph into aggressive actions.

If you think of the performance as speech, it’s clear that the presence of guns allows that speech to happen. Those who don’t like it can “change the channel” and ignore it; no one is forcing you to whip yourself into an outraged frenzy by attending and watching the show.