I understand you just wanted him to go away but I think that is misinforming the public. Just be honest. If the guy can't handle the truth that is his problem there is nothing he can do about it since he already admitted he knows Walmart follows state law.
Besides Wisconsin does not recognize your permits so telling Joe Blow that you have permits to carry is still lying. I don't think this helps the cause at all. If the guy finds this information out on his own he will only be less trusting of the next OCer he encounters.
Leave the out of state permits out of it.