The thing is, you don't want to get shut down before you start. There were in fact a few arrests for firearms possession earlier that morning, before the rally near the White House had convened. Once attention had shifted to the Capitol, I imagine there was much less police surveillance on the surrounding streets (until the National Guard were eventually deployed).

But you make a good point; perhaps the plotters over-relied on shock value and ended up half-assing it, or perhaps there was no more plan other than stirring up disorder and hoping to capitalize on an emergency situation.

I'm pessimistic about the long-term implications; the far right gave up on the idea of a political solution some time ago and the less far right is now about ready to join them.