Costco has been anti gun as long as I've known of the place. In states where open carry is more common, they post no guns signs. If I remember right, others who have contacted corporate have been informed they are anti gun as a rule.
It probably has something to do with insurance and wanting to not piss off pro gun customers where OC is rare or illegal, because that way it's an out of sight out of mind thing. It's a sleazy means of business by an otherwise excellent corporation.