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Isn't that up to the people filing the complaint?
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In theory, yes. In actuality, it's pretty much up to whoever is paying the attorney(s). I'm not familiar with the case, so this is entirely speculative, but I'm guessing that a national 2A group funded the defense and most likely shaped trial and/or appellate strategy.
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And don't most lawyers throw the kitchen sink and see what sticks? So even if it's raised and dismissed, it could theoretically be appealed to SCOTUS for improperly dismissing a federal claim?
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I'm not exactly sure what the question here is. If I'm reading Al's analysis correctly, he's saying that since the Utah supreme court based its ruling on what SCOTUS later determined to be a faulty reading of 4A, that the Supremes were free to overturn. Had the case been argued and ruled by the state courts on a reading of Utah's state constitution, then there would have been no federal question for SCOTUS to rule upon and the Utah supreme court ruling would have stood.