DNR is not a political subdivision, but a state agency.
http://revisor.mo.gov/main/OneSection.aspx?section=21.750&bid=455&hl=
Their youtube video (at the 1:46 mark) states OC and CC are prohibited.
The state can, as it sees fit, regulate the carry of firearms on "their" property. Removing the RSMo 21.750.3 language that enables the regulation of OC via permit in some jurisdictions is a higher priority than the OC/CC prohibition at the August A. Busch gun range.
ETA: DNR can implement regulations per RSMo 536.024. Missouri Code of State Regulations, Title 10, Division 90.
Yes, they're fairly insane when it comes to OC (obsessive-compulsive).
I've been on perhaps 40 firing ranges over 46 years. This is the worst in terms of gross over-control. I have absolutely zero problems with necessary safety. Indeed, half the ranges I've frequented were military ranges. They're very well-controlled, but not overly-controlled. At the other end of the spectrum were make-shift ranges on people's farms, a ranch, and in the woods. We implemented our own basic range safety, as well, but we didn't need a 6:30 briefing to get the key points across!!! More like 60 seconds.
Something like...
"Ok, everyone -- listen up! Range firearms fully UN-loaded at all times except when the range is HOT. Keep 'em pointed downrange and below the backstop. When you hear the horn and me hollering, "CEASE-FIRE!" three times, STOP what you're doing, unload, rack your slides, keep 'em back, put them on the table facing downrange, step six feet back, and STAY there until I declare the range is safe. I will be inspecting each station! Only after I have declared the range SAFE is ANYONE allowed to go downrange and you may NOT handle your firearms until after I, and ONLY I, declare the range HOT once again. AGAIN: Do NOT handle your firearms until the range is declared HOT. At CEASE FIRE, clear your weapon fully, including the chamber, and STEP BACK. Change targets -- targets ONLY -- during RANGE SAFE. Any violations will result in an immediate CEASE FIRE at which point we will not resume operations until the violators have left the premises. Does everyone understand these requirements? Would anyone like clarification? Ok, them, RANGE IS SAFE. Do NOT touch your firearms and proceed downrange to put up your targets!"
About 90 seconds.