This would likely result in a social media fallout that they don't want to deal with, considering that the core customer base of Whole Foods overlaps largely with those that at least publicly claim that law enforcement over private property rights is tantamount to oppression.
To be fair, the security presence in Wal-Mart, or in a bank, may also be an aesthetic.
Other whole foods in SF have a guard at the door. Are they armed? I don't know but they have a guard. No one is bothered. Most big stores in SF seem to have security. Target has multiple that stand by the doors.
I can already imagine social media backlash over someone being apprehended at gunpoint after trying to steal a small amount of food. Contrast that with how it would look for someone apprehended at gunpoint at a bank. Almost no one thinks it’s okay to steal just a little bit of money from a bank.