If you had a chance to read the transcript, Scalia and Roberts shut down the P&I approach real quick like. Plus, Gura covered it not only in his argument but in 90% of his brief. The NRA picking up on the perceived deficiency was a wise move and saved the day. The NRA certainly wasn't going to convince this majority to go the P&I route on a 2A case.
Gura's argument was superb but the timing and the subject matter wasn't going to gel or happen today.