Although it sucks, he is correct. If it is private property, refusing to leave would be considered trespassing. Great job of informing the jack booted thugs that you are within your rights and not backing down. However......
...encouraging them to post signs is not very good idea.
Whenever I'm faced with a situation I obviously can't win, I just try to score points.
When asked by security to leave private property:
1) Arguing will just get you trespassed.
2) Telling security you'll take your money elsewhere means nothing to them.
I like to ask them: "Do you also kick African-Americans, Jews, and gay people out?".
When they say no, I reply: "Oh, I'm just trying to narrow down the civil rights you like to trample all over."