Here we go again. First of all, people have to realize that there is a difference between "RIGHTS" and "PRIVILEGES". When you are on private property, (Other than your own), the ONLY RIGHT you have, is the Right to Liberty. Which means, you have the RIGHT to LEAVE. While on PRIVATE PROPERTY, all other activities that you engage in are strictly PRIVILEGES. Sorry, but that's the way it is. They don't even have to post a sign. If on that day and particular time, a shop owner feels that your OPEN CARRY is going to disturb his/her other customers, for whatever reason, then he/she has every RIGHT in the world as a private property owner, to ask you to leave. And your RIGHT to open carry has nothing to do with it. That's the way it is. Now, if you think that whatever rule or policy they required of you to follow was biased or prejudice, and didn't apply to ALL patrons, then you can get them for discrimination. But other than that, the private property owner simply enforced THEIR RIGHT to limit the PRIVILEGES they allow you to have while on their property.
If you are carrying concealed, then the issue is moot, unless they require ALL patrons to be searched or to pass through a weapon detector. On PUBLIC PROPERTY, you have RIGHTS. On your OWN property, you have RIGHTS. On someone else's PRIVATE PROPERTY, you have PRIVILEGES. Except of course for the right to "Liberty". Which means you are free to leave that person's private property if you don't like their rules/policies; and they can't stop you from leaving. Yes, some cities/states have twisted and abused the law by saying that you can't open carry in public. And if, someone had enough money to challenge that ruling in court, they most probably would win. But most individuals don't have those resources, and groups like the NRA are more political than rights oriented, so they pick and choose their battles.
Anyway, the OP did right by leaving when he did. What he SHOULD have done however, was to return back to that store during normal weekday business hours, without his open carry weapon, and request to speak with the store manager. Not a shift manager, but the entire store manager. Get this ruling resolved once and for all. Not rely on a walmart greeter or some assistant shift manager. Then, if the "REAL" manager says the policy of that store is no open carry, then that's the rule. Choose to follow the rule and shop there, or don't shop there. That's your RIGHT; not carrying the gun on private property. If the manager says it's OK to carry openly, then request that the individuals who stopped you be informed of the policy.
Mainly, I prefer concealed carry. As one person mentioned, you have the right to FART in public. But do you? Most times no. Why? Because it's not the socially accepted thing to do. You're allow to pick your nose and eat it in front of people, but you don't. There's a lot of things that you have the "RIGHT" to do, but you don't. That's because when people live in a society, they learn to cooperate with others in society with what they want. In other words, when different people in the group all want different things, we tend to compromise. Well, some people just don't get it. All they scream is: "That's my Right". Well, people have the right to act like butt-heads too. Unless you're not allowed to carry concealed, or if it's not practical to carry concealed, there's very little argument for open carrying. Sorry, but the "That's My Right" statement isn't an argument. That simply means you have the right to also be "Self Centered" and not care about anyone else's rights. I live in one of the most PRO-GUN areas of the country imaginable. Even more than colorado. 86% of all households have guns. We all live with guns. Yet, even when we see people open carry, where it doesn't seem appropriate, we don't say anything, but we all think: "He's trying to look important or cool". And we've discussed this in many groups, so I know this is what's being said. There's definitely times when open carry is appropriate. And it's obvious to all those around. And there's times when concealed carry is the proper choice. If you can't get a concealed carry permit, that's understandable. Any other time, there's no excuse for not carrying concealed when possible. Luckily my state doesn't have a stupid law about printing. Open carry and concealed is both legal, so if it's concealed, and you move your shirt or jacket to get to your wallet and the gun is exposed, no big deal.