The people have more power than they thinking. As long as Walmart produces profits, what incentive do they have to change anything. They cater to a certain demographic. Walmart has every right to sell what they want. Unfortunately, they can sell KKK hoods if they want. But, you don't have to shop there.
Further, we need to patronize smaller businesses more. Find smaller, local companies and contribute. The money is much better spent there. If they don't have the discography you crave, bring it to the manager's attention. Generally, things can be ordered, and with enough demand it can change that retailers inventory.