I think at the point MAN1 asked me to leave (but would still bew happy to have my money)I would have explained he can't have it both ways. You either want me as a customer or you don't.
I would have gladly left at that point, and taken my business elsewhere. Even if to another Wal-Mart. While some may think a Wal-Mart is a Wal-Mart, is a Wal-Mart, the fact is any chain store holds it's management responsible. If that store is losing business, generating complaints, etc. The manager will hear about it and may end up looking for work somewhere else.
Wal-Mart has a known corporate policy of being OK with guns. If there is a problem with a particular WM,I would talk to someone higher on the food chain.