Heller specifically did not address any behavior outside the home.
You are correct, they weren't even asked to address it, but due to certain language and SCOTUS giving very little guidance, many folks, especially anti-gunners either believe or are purposely trying to make the case the 2A doesn't extend beyond the home. This issue also wasn't addressed in McDonald.
The 2A is the least defended right we have and the court has the ability to add some lines of scrutiny.