Mark is full of feces.
I work security and I am acting as an agent of the client when I am on duty. I am there to enforce policies and regulations as a proxie for the manager. The manager can't be everywhere and see everything. Security Guards, as well as contracted LEOS, have the authority to inform you of store policy and ask you to leave. Yes there are guards or LEOs working who may be unaware/unclear of the policy or discriminate against OC and may be incorrect in asking you to leave but this is something to address with the manager after you have followed their instructions and left the area. Refusing to leave when told, even if the guard is incorrect, can still lead to trespass charges against you.
Let me put it this way, I work for a BR hospital system. We don't have Gun Buster signs on the doors but we do have a policy against weapons on the property. If I or any of my fellow security officers or the contract LEOs we hire to work at the hospital tells you to leave with your gun then we are working as agents of the hospital and you must leave.