I never before considered what the SOP should be for returning a gun that you rent at a range. I think the best policy would be to have all rented guns inside a case and require them to be returned the same way.
I usually return them locked back/cylinder out/broken open or something. Pump-action presents a little difficulty, at home I stick a cable lock through the ones in the case.
I think you’re right on requiring a case. It would give time to react, but handguns could be tucked under clothing. Maybe have a range master inspect all guns in and out of the office.
At our local range, you’re not allowed to take any weapon off the line unless it’s A) in a case or B) visibly un-fireable (i.e. open bolt, magazine removed).
The fact this kid left the line with a loaded pistol and approached the shop owner with it would’ve been enough for me to draw on him and order him to put the weapon down.