They were protesting the firing of an employee who used a firearm to break up a robbery. This is their ultimate fantasy. That by carrying a gun, they are going to become a hero some day. They're going to save a life, they're going to take down a gunner, fend off a mugger, break up a robbery.
It's a fantasy. I'm willing to bet most places have a policy against staff using a gun to stop a robbery, because as soon as firearms become involved, the chance that someone will die rises dramatically. Most stores have insurance against robberies. Let them take the cash, get them out of the store. Every retail job I've ever had, the company policy is to let the robbers have what they want.
As soon as you pull a gun, people lose their cool, and bad things follow. Got news for you, you're more likely to have that gun you carry used against you than you are to be the hero. Get over the fantasy of being a hero and deal with the problem, dammit.