Treo...
There are a bunch of perspectives on this sort of subject so take this for what it's worth:
It's all about everyone coming up to speed on the nature of the interaction quickly and with minimal uncertainty.
Gun stores are used to people bringing in guns in all sorts of ways. All sorts of people who inherrit or otherwise aquire a gun they know nothing about head to the local gun shop. They don't know about cases, they don't know about unloading, they don't know the four rules. They put the guns in paper bags, they carry them in their hands, they have them in their pockets...loaded, unloaded... they don't know. If you can think of it the folks at your typical gun store have probably seen it... and that body of experience means they can come up to speed on the nature of their interaction with you very quickly.
Sporting goods stores, even SW, really don't see all that many guns. They also have higher employee turnover and more employees that have never worked the gun counter. That lack of experience means that they'll have a harder time coming up to speed on the nature of the interaction. All that time creates uncertainty and allows them to leap to undesirable conclusions. Conclusions which, even after they've been discarded, still influence the rest of the interaction.
That's why the same action on your part can cause such a different impression on the people at the stores. It's not you, it's them.
Here's the reality though: it's up to you, as the guy with the gun, to be aware of the problem and to take steps to make the experience as identifiable, familiar, and normal as possible for the people you interact with.
To me, the gun I'm carrying is the gun I'm carrying, not the gun I'm using as a shopping aid. I can afford to take that stance because I have two guns. That "excess" allows me to carry normally with whichever I've chosen as my carry gun and to put the non-carry gun into a standard pistol case, with the slide locked back, and go to the store in a way that is easily recognized and understood by whoever may be working the counter/front desk. By preference I would use familiar types of packaging (gun case, retail box, etc) and I wouldn't even hint at the presence of any complicating factors (such as ammo or a second gun). Simple, easy to understand, hard to misinterpret.
It sounds like you created a scenario that was too complicated for the person you were interacting with to quickly identify and accept. That caused uncertainty and created a bad initial impression which colored the rest of the interaction. You take the same scenario to someone with more experience and they instantly recognize what you are doing, have no uncertainty about it, and you don't create the bad impression and have a much better interaction.
That's just the nature of communication.
Don't disregard the fact that people also have bad days. I've had bad customer experiences in all sorts of stores. Electronics, computer, book, etc... bad enough that managers came over and, in one case, the clerk was fired on the spot. If they can get that worked up over someone trying to buy a shirt you should't be too surprised at how worked up they get when they are uncertain and scared.
Also... does your pda give you easy access to [, ], and /? If so you can do bold, italic, underline, and so on with "[ b ] bold [ / b ]" (without all the spaces), "[ i ] italic [ / i ]" (again without the spaces) and u for underline.