We don't seek this information so we can have an argument with an employee in the middle of their store.  We are well aware it's not breaking any laws for them to ask us to leave.  We leave, as asked.  

But we want the information so AFTERWARD we can follow up with a store or regional manager or corporate office in order to inform them of the incident, and if need be, address the rogue employee.  There have been many instances in which employees acted wrongly according to store/company policy, and having that information let's us inform those who need to be informed so that those employees can be educated, thus preventing future incidents.  The last information anyone on OCDO has received about walmart is that their corporate policy is to allow CCW and OC where legal.  Wisconsin included.  I have OC'd in my local walmart more times than I can count, and I've never had any issues.

My issue with Walmart is them calling the police and telling them I refused to leave, after I did what they asked.

Have you gotten any response from them yet?

Carry a voice recorder.  WI is a single party consent state for recordings.  I have one that runs 23 hours straight on it's memory and picks up voices nicely 15 feet away from my sweatshirt pocket.