They are a private entity, as long as they are at least as restrictive as the law states, they are within their rights. As the saying goes, "you can add too, but not take away."
Most federal rules and laws state the minimum action that must be taken, some go a step above to ensure that the hindquarters are covered.
As far as employees of Walmart go, they are working joes like me and you, give them a break. I spend a lot of time looking over gun counters and gun enthusiasts are quite the arrogant bunch at times. So much so, that I usually walk away when another gun guy walks up.