Welcome to OCDO.
Thanks for ruining it for everybody else.
We have learned through hard experience that arguing about the absence of NO FIREARMS signs is pretty much the best way to get them put up.
Instead, the suggestions for dealing with your situation run along the lines of courteously leaving and then contacting corporate or at least the district/regional manager to see if some understanding and consensus can be reached that lawfully armed citizens pose no threat to store personnel or their other customers and therefore should not be banned.
Responding to "Why do you have it if you are not a cop" is a good opportunity to go beyond " because it is our right and for protection" and do some basic education (not lecturing and not preaching) about a) the legality of OC and OCers, and b) the myth of the cops being there to protect us or them - among other things you might want to address.
Please stick around and read up on how others have handled the same sort of situation with more positive results. Try to meet some OCDO folks in your area and get involved in some of the advocacy activities they are involved in. Make your next opportunity a better one.