According to the article, only Thomas and Gorsuch dissented. Which leaves Alito and Roberts not granting cert either. So Kennedy acting as swing vote didn't even come into play.
Could be a whole host of things. Could be that Kennedy, Roberts, and Alito didn't want to take it on other state vs. federal grounds, secondary precedents not even related to guns and RKBA that they didn't like. Who knows? Maybe it actually was even a matter of it not being the "best" RKBA case. Perhaps they're waiting on Kennedy to retire, and Ginsburg to croak.
Dunno.
The one limiting factor for the conservative/constructionist judges on "our side" is that they also hold dear to Judicial Restraint. Those aren't just words to them. And that means sometimes our pet causes don't get a hearing.