I recently was asked to leave the Boise store for OCing at SW. I politely informed the "loss prevention manager" that it was SW right to make rules but I will vote with my dollar and not go there and I have at least 15 friend who will also refrain from doing business there. 45 mintues later, after leaving the store, through a chain of VERY funny events, the regional SW manager contacts my bro and I (he was opening the Cour D'Alene store in north idaho) and apologized for 15 minutes straight!!! Sportsman's official policy that they follow is to follow state law.
The signs that say something about checking firearms or unloading them EXCLUSIVELY refer to if you're having gunsmithing done or something of that nature.
My bro then had another 15 mintues discussion about the Phoenix SW store's sign that clearly communicated that intention and suggested they follow that wording nation-wide... he said that was already in the works.