I think you handled yourself well. When asked to leave private property, you left. They do not have to have a sign to ask you to leave. However, if they did have a sign and you ignored it, then you would be automatically guilty of a crime (criminal possession of a firearm). Here's the statute: 17ASS1057
The statute does not say they must have a sign to kick you out, only that if they have a sign, you must follow it. They can still kick you out and you must follow their direction, which you did.
Now that they've asked you not to return to their property, you must also follow that direction.
They haven't asked me not to go there though. Perhaps I should take a trip
I hope that plenty of people see this, just so they can see how stupid the place's policies are.