I've been to menards several times while oc'ing down here at the new store near Flint and never had a problem.
The incident you presented is missing some details: Was the encounter consensual? or was the oc'er detained?
It is not lawful for an officer to detain a person without reasonable suspicion of a crime. Carrying a firearm is not a crime, therefore if the person was detained simply for carrying a firearm it would appear that the officer was acting outside his lawful authority.
However, if the officer simply asked the oc'er a few questions that were voluntarily answered it is likely that he was not being detained and no laws were broken.
Was the oc'er carrying a recorder?