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It is my assumption that this is Walmart's way of trying to get you to conceal carry instead of having to 'prove' you can open carry . Passive coercion , no signs .

Got a shocker for ya !
Comply , be eager to please . Tell the unfortunate employee a ........why did the chicken cross the road joke ...........while you fetch your license be sure it's kind of stupid joke. Ask if he/she has any kids or grand kids . Ask friendly questions of them , possibly telling of your own . Ask them what church they attend and compliment their going (no more than you should do actually). Tell them you appreciate their efforts , telling them that it was nice talking to them .
Then go about your business .