States still have their own laws regarding legal procedure and speech rights, and they do vary by state. Those overarching rights are still a patchwork between states. Many states give protections that go beyond the requirements in the US Constitution -- this is completely legal and not uncommon. The Bill of Rights mainly defines which laws are illegal -- it does not prescribe what is legal.
This is currently what is the case with shall-issue vs may-issue, at least until SCOTUS clarifies otherwise.
SCOTUS has not ruled on this issue, so it is technically undetermined. SCOTUS has ruled in other cases that there are some situations where people can be denied those rights legally, so determining the outcome is not as simple as reading the text. SCOTUS generally evaluates the law in a broader context than just the written text.
This is currently what is the case with shall-issue vs may-issue, at least until SCOTUS clarifies otherwise.