So 99.9% of the time, you go in, buy your stuff, and leave without your pistol even once magically jumping from it's holster all by itself and going crazy on your fellow shoppers.
ROTFL! Wasn't it Ted Nugent who said "If guns kill people, mine are all defective"????
I never knowingly break the law regarding concealed carry. That means, for example, that as much as I didn't want to, I obeyed the 30-06 sign when hubster was in the hospital a couple of months ago. I would NEVER suggest that anyone break the law of their state.
That said, the Missouri law is as much a sop to the anti's and a wink-wink to gun owners as I've ever heard of. If all they can do is ask you to leave (and if you do, definitely take Carter's advice, that was hilarious and very true) then who gives two hoots?
Of course, you can also start a boycott of Costco for their anti stance, and you can let them know you're doing it. I generally refuse to eat at Taco Cabana for that reason. (Although I have been allegedly seen there occasionally in the morning going up to the forest for breakfast tacos, but I'm taking the Fifth on that....)
Myself, I'd ignore the sign and just make sure it's concealed.