This is at least his fourth unofficial visit to MU (he was here earlier this summer, plus at least once the previous two summers for Anderson's elite camp). He also will be visiting officially coming up soon. I don't know how often he's been to other campuses, but he seems to be coming back to Columbia quite often.
Before the open gym, he's observing the individual/small group workouts with the players and coaches (I think they can have four players at a time with coaches at this point for short workouts). He apparently didn't even want to play in any open gym type setting... he just wanted to observe the coaches and keep it under the radar.
What I've read indicates it's basically MU or Baylor at this point (LSU apparently is quite a ways behind in third).