Laugh at the free market. Free market principles are interdependent with a free society. Free market capitalism is the only form of economy that is compatible with a society that embraces liberty, such as the freedom of speech or the right to keep and bear arms.
Sports Authority is exercising their right to choose what not to sell. Perhaps the motivation is not a political one. Perhaps stocking guns or ammo is a greater expense than it is worth. Perhaps that space in stores can be used for something more profitable. Honestly, I never knew Sports Authority sold gun-related things until a year ago when I was in their store to buy some swimming trunks I saw that they have rifle bags, cleaning supplies, some hunting stuff. Similar to what Wal*Mart carries. My SA only had shotgun ammunition.
If the decision were political, and not based on sound business, then they will face the consequences. They will lose a source of profit that their competitors will use to get ahead.
The free-market aspect of all of this, which is what some people scoff at, is how YOU can also make political decisions. You can choose not to shop there entirely, whether it be for socks, shoes, tennis balls etc...you can vote with your wallet.
Now, as Correia says, the real marketplace is the internet. Prices cannot be beat on the net. The best, and I mean best part of it all is that when you shop on the net, you don't pay sales tax. That's very sweet. Not because of the savings which are often negated due to shipping, but because I'd rather give UPS my money, rather than have the government take my money. UPS will create jobs and wealth with my business, the government will only create poverty, corruption and injustice with my money.