I've read more comments than I intended to about this (not here - on Twitter, RealGM, other boards etc) and lots of people are throwing out the 2nd Amendment, whether Ja was in a state that allowed open carry, why this is any different than an athlete taking a picture while hunting, personal freedoms etc.
Let's just sidestep the politics and legality here. The reality is that he's hurting the NBA's image and it's brand, and that equates to a lot of money.
Had this happened in isolation, it'd be a bad look and the NBA would likely talk to him about it privately. But given that it comes on the heels of the Grizzlies and the NBA doing everything they could as damage control after a much more serious incident (flashing a gun in a public place while apparently under the influence) as well as other off the court allegations and you have to imagine the Memphis front office and NBA league office are incredulous at this point.
This isn't about what is legal or not. It's about blatantly doing exactly what your employer told you not to do.