Why doesn’t Cory just go CCW?

Because, as he puts it,

“Come And Take It, but…what this is really about is the fact that I can’t apply for a CCW, based on my criminal background record, and I will be denied, so…I chose to dare you to take my gun away!”

So a guy with a criminal record can walk around waving his dick weapon around in public, and threaten to take over the government (illegally) and arrest people (again, illegally) and nobody does anything.

Some tyranny.