It makes tremendous sense, IMHO.
If the sheriff of Mercer County PA decides that I am worthy to carry a firearm and issues me a permit, why shouldn't I be allow to have that means of self defense available to me if I decide to visit Central Park or Alphabet City or Chicago's South Side?
It profits those towns as well.
After all, they are the ones who will have to send a coroner crew to sweep up my body if I am not armed.