LW1 - If he's visiting your home you can request that he lock his gun in his vehicle. All you can do is request unless you put down an ultimatum that he can't enter your home openly and legally carrying a gun. If you're anywhere else then you have no ability to attempt to control his behavior.

You don't believe in open carry. That's your right. He does. That's his right. Unless he's brandishing it in an irresponsible manner then there's no reason for you to fret.