Maybe this would be easier if I explained it with crayons. But alas it’s not possible on this forum. No constitutional right gives you the right to bear arms in a privately owned building against the wishes of the owner. The constitution protects you from the government, not from individuals or businesses. Walmart can put a sign up banning firearms, and ask anyone they see with one to leave, and if they refuse to do so they can be arrested. You’re religion example is not because of freedom of religion, it’s because of the public accommodation laws in the civil rights act.
“All persons shall be entitled to the full and equal enjoyment of the goods, services, facilities, privileges, advantages, and accommodations of any place of public accommodation, as defined in this section, without discrimination or segregation on the ground of race, color, religion, or national origin.”
If it’s covered by the Constitution, why would congress have to pass a law covering religion, race, and so on? Notice that being armed is not included.