It was almost certainly an RFID-based theft deterrent system. Walking through you could have caused a breeze that moved a tagged item, deflected enough RF to strike a tag or similar.
Magnetometers can be adjusted pretty precisely, but not on a large, walk-through system cheap enough for a retail store to install. If I had to guess, I'd suspect the HOLSTER has an RFID tag/sticker on it.
Larry
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