I think the reason everyone carries in Wal-Mart is it is common knowledge Wal-Mart respects local and state law. I OC exclusively in the summer, only cover when I need to wear a coat because it's cold...never had a word said to me in Wal-Mart, but then this Wal-Mart only opened 8 years ago.
Same goes for Starbucks and OC. It is known that OC is perfectly accepable in a Starbucks, and a lot of people that normally would not go to a place like a Starbucks, patronize it just because they follow state and local law.
It's 40+ miles to the nearest Wal-Mart for us, but it is where some things that are not commonly available in very small towns, are available. Have I OC'd in Wal-Mart...sure, but then I was OCing long before Wal-Mart existed.