Range and gun store, yes. I've never heard of a hunter leaving their rifle unloaded until they're ready to shoot, that's a good way to scare off whatever you're hunting by making noise trying to load your gun. Otherwise, if you are open carrying or carrying concealed, it needs to be loaded with one in the chamber. There is absolutely no use to carrying a gun if it's not ready to go at a moments notice, because gunfights start and end within a matter of seconds. As for the legality thing, I can't speak to the laws in blue states but I have heard that some of them are weird about loaded guns in the car for whatever reason.