Let me try to make something clear.

It does not matter if AZ or anywhere else has an "open carry" law. When it comes to significant events, and that includes anywhere in the country where the President will be appearing in a public setting, the Department of Homeland Security (of which the Secret Service is a component) has final say on all security plans, dry-runs all plans, and has the authority to assume full jurisdiction if the situation so dictates to the principal federal official (almost always from the Secret Service when VIP protection is involved) who is assigned by HQ DHS .

At no time was the President in any danger from any "open carry." If there was any concern that a threat existed, the person would have been removed from the setting expeditiously and may have found himself a guest within a federal detention center for 48 hours "explaining" his actions. Risks that an armed person imply are not tolerated, so it stands to reason that any "open carry" person had been pre-cleared.

DHS and the Secret Service take this role very seriously. No one wants an accident on thier watch, and the folks who do and run this are top professionals.