As noted, most stores don't use metal detectors, they use RFID scanners. A firearm would not set it off. If it would, newbies to concealed carry wouldn't be able to indulge in the "Wal-Mart Walk" (a first concealed carry excursion to the wild world of Wal-Mart shopping).
RFID chips can be funny, too. A few years ago my wife and I were visiting her family in her native country. We were Christmas shopping in a mall and had been in and out of several stores, large and small. As we were leaving one department store, through the same door we had entered, the alarm went off. Security stopped us and looked for anything we might be stealing. We hadn't bought anything, so there was just nothing to find. It helped that we had entered through the same door and the security guard remembered seeing us enter -- and not set off the alarm.
After much puzzlement, we emptied my wife's shoulder bag and discovered an RFID chip in the bottom -- from whatever store in the U.S. she had bought it. Nobody could figure out how we had been wandering in and out of stores for several hours with the chip in there, but didn't set off any alarms until this particular store -- on our SECOND pass through the detectors.