The individual cannot deny you or me gun possesion except on his private property. If you do not wish to give up the temporary possesion of your weapon, stay off his property. The choice is yours.
Still, the collective body would have this right and does in limited circumstances. You can not bring a weapon into a prison for example. However, the constitution is specifically written with the collective body or the state in mind. It is meant to protect the individual against the collective body, not the other way around.
Your right to carry a weapon does not infringe on my right to control my private property. Your rights extend until they infringe on my rights, and vice versa. I cannot infringe on your right beyond my private property.
Again, if you do not want to be disarmed, stay off his property. It is your choice!