Walmart policy is to follow state laws. State law does allow a property owner or their agent to kick you out. That said, Corporate Walmart has been telling stores not to touch open carriers, to leave them alone. They train their management and loss prevention agents to ALLOW open carry if it is being done safely and responsibly.
Walmart policy explicitly says anyone approaching a customer to no trespass them or remove them MUST first identify themselves by first name, state their position, and the reason for the dismissal. The person approaching the customer must remain polite and cordial at all times, it is a policy. Call the store, ask for the store manager or shift manager, they are the highest tier's of management. Politely explain your case, make sure to include how rudely you were treated and that the person wouldn't give you their name or title. If you do not receive satisfaction for your treatment and a resolution, ask the person for the immediately higher district manager name and number where they can be reached. Repeat the process until you get what you want, eventually you will get what you want, which I presume is the ability to shop there, an apology, and retraining of the person who approached you.
If you do not get anywhere, or cannot get the numbers and names needed, please pm me the address of the store and I will get you the contact information personally through my own store.