Agreed. I try and remember that they're just doing their (stressful, underpaid) job and politely decline. If they get pushy, I just say it a little more firmly. I remember when I worked at Apple in school, and having to sell Apple Care and mobile me and One to One and whatever other crap was annoying. People are conditioned by hard sales of add-ons, that they immediately tense up and get defensive. It always made me feel slightly like a used car salesman. Probably why my numbers were always in the red on all 3 categories, but I digress.
They get a slight pass from me because their stores are always crawling with pushy kids that don't have enough money for anything, don't know what they want, and haven't washed their hands in what seems to be a year.
I will admit that Gamestop is one of my least favorite places to shop for a bunch of separate reasons. One, I've sworn off buying games or accessories from them that are used. I seem to always, always get a controller that is broken in some way, or a game that won't play because it's either scratched to hell or resurfaced to hell. The multiple trips required to return/exchange, then dealing with their stickerfied copies of games just got to be way too much hassle. Kids are their biggest customers, and they rash on their stuff. I'm very particular about my electronics, so it's not a good marriage.
As Koodauw suggested, vote with your wallet. It's America, you can shop where you like and avoid places you don't like at your leisure.
That said, the sexism by both the guy in the OP's story, and the OP himself is unfortunately not very surprising in tech/game stores.