Some reports have stated (best to verify them though) that

(a) he received the gun from someone in Kenosha so didn't transfer it over state lines.

(b) If that person was 18 and Kyle had the proper training or license it was legal for him to have the gun.

(c) He was in the state already for work and then spent time cleaning up graffiti art a Kenosha (?) school so he did not travel to Kenosha looking for trouble.

(probably already known but worth restating)

(d) He was giving medical assistance to protestors injured by cops.

(e) Things kicked off when he prevented them setting fire to a dumpster [i.e. it's quite likely the offenders started the whole process via an arson charge].