The rationale is simply that State A should not be able to infringe upon the natural, constitutionally protected rights of a citizen from State B. Both State A and State B issue licenses to their residents that allow (*cough, cough*) those residents to exercise their right to bear arms. That right should not arbitrarily end at an imaginary line, especially since both State A and State B recognize the right and provide a means to exercise it.
Hopefully one day we can get there.