I mean, I guess it's ok for them to sell shotguns...it just seems like it'd be really weird to go pick one up along with clothes and appliances and food. Also I'm pretty sure the Madison Wal-Mart, in all it's bricked and green-signed glory, doesn't sell shotguns.
Well, you have to remember that not everyone goes to Wal-Mart to get a variety every time they go. They might just go to stock up for a hunting/camping trip - buy a new gun, some other hunting gear, a tent, whatever, and no clothes or food.
The one you mentioned might not sell it because there may be insufficient demand. Areas with higher degrees of hunters would be more likely to have Wal-Marts that sell guns.