That is their policy, like it or not. If you want to shop there, obey their desires. As far as people being offended while shopping at Cabela's, I doubt it, from the time you walk in the door, you know what kind of store it is.
As far as only seeing 15% of the people in the gun department, that is because they have the worst customer service there I have ever seen. They have high prices and uninformed people behind the counter. Still, it is their policy, like it or not, they have the right.