I believe in New Jersey they have to post a sign at the entrance way. People are not responsible to read a company's website to know what their rules are.
I just updated the top post to include all Costco locations. While I’ve never seen a ‘no guns’ sign at one, their website has a statement banning carry at all Costco stores. That sucks, though I’d think lack of signage makes it a ‘leave if asked’ scenario.