After the Salt Lake County GOP Convention last year, TJ and I went to this same Costco to get polish dog and ice cream. We were also approached by the store manager, and advised that Costco had a no firearms policy. (Which is true, it is in the contract when you purchase a membership)
He allowed us to sit andfinish our food, but he hovered over us while we were eating. If you have a permit, just conceal and they will not know. If you haveno permit,and want to voice your concerns with the company, they will refund your membership in full for any reason if you are not satasfied.