There's more to it than just that. I've personally walked into 4-5 (2 in Louisville) Walmarts OCing and have never had a problem.
I was able to find this.
He's facing robbery charges as well, but not at the Walmart. Seems like I also remember reading somewhere else, but I can't find it again, he was OCing a semi auto rifle I believe and CCing a handgun without a permit. Pretty much didn't pay attention to the story after that, they had a reason to arrest him.
Still though, sounds like I'll go shopping at that Walmart next week, just so the sheeple know he wasn't arrested for "carrying a gun" into Walmart.