Its a little hard to read your post and follow the narrative; but, sure, call.
I'd suggest that instead of complaining, which just makes them dig in their heels, maybe find a way to give some positive reinforcement to the desirable aspects of it.
I might try complimenting them on their concern for their customers in a sincere way. They probably don't realize that a CCWtypically requires backround checks and proof of safety training, soyou might want to includesomething to thateffect as you slide into something like, "As a responsible, safety trained, firearm owner, I'm very concerned aboutpersonal safety, too."
Thewhole point is to make them a little less worried the next timeyou, or any gun ownercarries there. And gracefully help them forget that they made jerks of themselves whilealso focusing on thetiny part they did get right. It was right for them to be concerned aboutcustomer safety. They justdidn't pickthe bestway to show it.
Also,management will figure out what happened, even if you couch it in complimentary language.They'll let the underlings know there might be a better way to solve it. And nobody will think its a major situation, making everybody a little more relaxed and receptive to "corrective suggestions."