Very interesting situation...
Along with everyone else here, I would not have walked between them. I too am a big fan of open carry just for situations like this. Even after I receive my CCW, I will still open carry most of the time...
In that situation, I would have parked the car and pretended to do something on the passenger side. Then I would have hung around at my car for a few minutes kinda looking in their direction. I would probably have started a conversation with them from the car area if it was close enough, showing that
1. I was not afraid to make eye contact and conversate, and
2. That I was not afraid to make eye contact and conversate.
In no way would that have made me feel better though. Once the alarm goes off, I am paranoid about every little detail until I am a good distance away from the area or I am positive the perceived threat is gone. Making eye contact and showing that you are aware of your surroundings by making small talk might deter them from thinking you are easy prey. A buddy of mine uses humour to diffuse situations such as this. I could very easily picture him saying, "How yall doing? Man yall look like you're ready to rob somebody or somethin... If so then don't even bother with me cause I am flat broke!" while laughing at himself. From that conversation, he might proceed into, "Are yall waiting on someone?"
In any light, having both hands free would have been very important had a situation occured. Since you got a good look at them, be weary of their return to the area... If they come back, with the same type of "look" it might be worth a call to LE.