It pays to check on a couple of things:
1) What do they mean, exactly? If you're bringing a gun in to sell/trade, or for gunsmithing, they want you to check it it at the service desk as you enter so you don't get accused of stealing. (Yes, they can check the serial numbers against their inventory list, but having a Cust. Service Manager already knowing you brought it in with you simplifies things. Further, if you are walking the aisles with a rifle in your hands, they probably would like to see that it is unloaded and the action open -- just like if you are bringing it into a range or gun club. If you are handling the gun in public, is must be cleared and safe. If you are carrying a concealed (or open) holstered defensive sidearm, obviously not.
2) They could be saying (in effect) "No CCW!" Whether this is a concern to you has more to do with your state law than company policy.
Around here, Bass Pro, Cabelas, Gander Mt., etc. all have signs on their doors saying exactly the same thing -- followed by "This does not apply to our customers who carry concealed." Here it wouldn't matter what they said as state law preempts their store rules (there is no legal weight behind a "no CCW" store policy). But that might not be the case in OK.
(I can't find anything in OK law that says a store may prohibit CCW, but it might be legal -- I don't know.)
In the case of No. 1, you don't have any reason to disapprove of Bass Pro. In the case of No. 2, you obviously do and you should send them a letter telling them that you won't shop there until they change their policy.
Before you get too worked up, maybe make a phone call and ask them what the sign means.