BUFFALO, NY—Sometimes it’s just fun to see someone who speaks out of both sides of their mouth get into trouble for it. Actually, it’s always fun to see. So, when gun control advocate Dwayne Ferguson was arrested by police for carrying a loaded pistol into Harvey Austin Elementary School, it’s easy to feel smug about it. At 4:15 p.m. on Thursday, local police got a number of anonymous tips that a black male had just been seen walking into the elementary school carrying a pistol. Within minutes of the calls, the school had been placed on lock-down, surrounding streets had...