If push came to shove (and it probably wouldn't, but if it did) it would depend on the lease the store had with the mall, and also whether all provisions of the lease were enforceable. For example, my understanding is that typically stores must comply with certain requirements made by the mall owners, such as minimum open hours, etc. Whether or not there is a firearms provision in the lease, it's possible that neither the manager nor the mall cops would know. And if there is, it may not even be enforceable.
Just because a mall has a no firearms policy doesn't mean it extends to the stores themselves. Obviously they allow Dunhams to sell guns, and it is my guess that they also allow customers to walk around with guns newly purchased from Dunhams, too.
Probably need an attorney familiar with tenancy laws and a copy of the lease to answer the question fully.