Should they? Probably, if their inventory is small enough that there are enough hours in a day to put them away and trot them out daily.
Suppose to? No, there is no law mandating it.
If they don’t have time and space to lock them up, you get robberies. Which one is harder to deal with? I guess the gun shop owners have to make that decision.
The guns can be placed on display racks on wheels and rolled into a safe at closing then rolled out when opening.