My family and I frequent the Saint Louis Cabela's (it's actually in Hazzlewood) at Saint Louis Mills Mall quite often. Our two year old loves to ride in the cart and pretend to shoot at all of the game mounts that are all over the store- warms my heart!
To answer some questions raised in the thread:
There are in fact signs at the front doors that state something along the lines of "Firearms must be unloaded and locked. This does not apply to legally concealed weapons." That's not the exact wording, but that's the gist of it.
Not long after they opened, I remember that they had a sign up clarifying their ccw policy, saying that it was allowed with a permit, and apologizing for any confusion that their previous signage had caused. I never saw the previous signs, but assume that they implied that no weapons were allowed. Whatever their signs and their policy was before, they certainly seemed to have gotten the message.
I don't know much about gangs, but there usually are couple of large groups of "local youths" dressed in hip-hop style clothing hanging about the mall. Whether they're really "gangs" or not, I don't know. I won't pretend to be an expert on Saint Louis gang culture. I've not often seen them inside of Cabela's much though. When I pulled into the parking lot immediately in front of Cabela's once this past summer, there was a big group (maybe 30?) of them "loitering" in the parking lot and throwing a football. I don't know if they were causing any trouble, but I sure wasn't going to park anywhere near them.
With the recent mall shooting, and the feds reporting intel that terrorists 'may' target shopping malls during Christmas shopping season, I can imagine that mall management and security personnel are a little on edge right now. That doesn't excuse the ignorance and harassment that the OP encountered, but I'm hoping this was an isolated incident precipitated by the current edginess combined with an uninformed manager, and what they might interpret as a hostile response to their question about the OP's bag.
I think if it had been me and I had been pressed about whether I had a "concealed weapon", I might just show them my ccw permit and ask them if it was somehow suddenly a problem if I were carrying in light of their signs. If they asked me to leave, I would, but you can bet that I'd get the managers' names and raise hell with the GM and Cabela's corporate when I got home.