Did you ask the woman her name? Have a recorder running?
In any event Kroger is not anti-gun. Suspect that the woman was a lower level manager (still should have had a name tag) and was confusing employee rules with those applying to the general public/customers. Kroger has a policy of honoring the state laws in which each store is located.
Strongly suggest you carry this up the corporate ladder and nip this BS in the bud.