I never said it was fully rational...lots of business decisions are not. However if someone was ever shot, accidently or otherwise on Costco property, their no gun policy and signs up would give them plausible lack of liability--by their lawyers saying, "well, that gun was against our rules...so we cannot be held responsible..."
Also the principle still stands...higher even than your and my right to carry a gun (which I fully believe in), that a private business can make private rules for their private property.
Anything other then that is not freedom.
Fail in that duty, and I'll suit your ass into nonexistance.