I’m unsure what you mean by gated free speech zones. Sometimes specific areas are closed to vehicle traffic for a protest, but that doesn’t mean those locations are exclusively for protesting. In general protest is allowed wherever, provided it’s not on private property.There is a guy in my town that protests a wealthy businessman on the public street corner near his house almost everyday with a bullhorn and wearable sign. The businessman has tried every trick in the book to get him to stop, but courts in our city and state have consistently ruled he has the right to do this on public property. He is homeless and a little looney, but still has constitutional rights that our courts protect.
In many US states, open carry of firearms is legal without a permit, again, barring private property owners posting signage stating it’s forbidden. I’ve been to protests at my state capital building and people open carry on the premises. Inside the statehouse it’s illegal. Brandishing a weapon is also illegal but generally keeping the firearm holstered prevents any issues.
Using fireworks inside most city limits is illegal, as is discharging a firearm. The difference is you can’t use fireworks for self defense, unlike a firearm, and discharging a firearm in self defense is legal.
There is a legitimate reason to have a firearm at a protest: to defend yourself. Fireworks, on the other hand do nothing but make gunshot like noises, which are very likely to get you shot in a protest here.
You have to assume people in a crowd are carrying firearms here. There are more guns than people in the US last I checked, and many states also allow conceal carry without a permit. Creating gunshot like noises in such situations is a great way to accidentally get shot.
In a nutshell, guns are a weapon that is legal to possess and use in self defense in most areas of the US. Fireworks cannot be used in self defense, but are great at making people think you just fired a gun. See the Kyle Rittenhouse trial for an example of how this plays out.
Most people not from the US have a hard time imagining people carrying handguns in a hip holster at the grocery store, but outside of LA and New York, it’s not that uncommon. And for every one person you see open carrying, there are likely five others conceal carrying.
A friend of mine is a mechanic and about once a month he sees a handgun tucked inside the door or between the seat and console of a car he’s working on. It is a cultural thing in a lot of areas, one that most people that haven’t traveled outside of major US cities have a hard time believing.