Whether or not it was legal to be there with a gun (and it was), once asked to leave, failure to do so constitutes criminal trespass.
I'm not so sure. I am unaware of any authority of the police to decide which individuals may step onto public property absent unpermitted parades, etc.
Jim's Rules of Carry: 1. Any gun is better than no gun. 2. A gun that is reliable is better than a gun that is not. 3. A hole in the right place is better than a hole in the wrong place. 4. A bigger hole is a better hole.
no guns = might makes right