This might be what my response would look like.
1) I appreciate that you have the right, as a private property owner, to ban firearms.
2) One of the issues that I have with your policy is that criminals and terrorists are not known for their willingness to abide by the law. Therefore they are just as likely to endanger the public in Costco by bringing and using
a firearm. They might also be more
willing to use a firearm in Costco due to the lack of armed response should they commit crimes in your stores. Due to this, your policy prevents me from defending my family in the event (however unlikely) of a criminal action that might target me, my family, or the general public.
3) Another issue that I have with the policy is that if I were to choose to abide by your policy I can either give up my right to self defense everywhere I go or leave my firearm unattended in my vehicle in a large and largely unpatrolled parking lot. I do not believe that this action is safe as my firearm could easily be stolen and used in the commission of a crime.
Thank you for your letter clarifying your policy. At this time I do not intend to patronize your stores and would appreciate a refund of my membership fees. If in the future you recognize the right of Americans to defend themselves and their families in a law abiding and safe manner, I will seriously consider renewing as I have enjoyed my experiences shopping with you.