Walmart is in the business of selling guns among other things. US is in the business of exporting arms among other things (engines, pumps, electronic equipment, oil, vehicles, aircraft, medicines, pharmaceuticals etc) Walmart is toughening policies on gun sales; US is toughening policies on exporting nuclear technology. Now, if you are buyer of a gun at Walmart and you execute a mass shooting, blaming that shooting on Walmart would be preposterous just as blaming US if a Saudi uses a cluster bomb or a pipe bomb supplied by US on Yemen.
But I understand that US is supporting the coalition (and in my analogy, Walmart is not supporting the shooter) so the only relevant question is, why is US supporting Saudi / GCC. For that, we need to delve into US' foreign policy and past history of this region. You are welcome to start us off.