At that point, the business could detain for the police if they desired, or return the weapon and tell him to leave, or whatever else they might choose to do.
I'm calling BS on that. You cannot agree to be illegally detained. As a property owner you have the right to control who is on your property, and demand that they they leave, and call the police and report the tresspassing if you don't, but you cannot detain except in cases where you actually witness a crime like shoplifting. (and even then you are some very shaky ground if you attempt to hold them once they are no longer inside the property but in the parking area).
By your logic a person could "agree" to be raped as a condition of entry.
Are you actually suggesting that any person with half a brain would attempt to either take away the gun or seize and detain a person they know to be armed?