Well Sir, what you were and what you are today are two different things. Although you can still carry concealed under the provisions of LEOSA (I wouldn't advise doing it in New Jersey, though) you are in the same boat as the rest of us "civilians." I will readily admit that there is a strong anti-LEO bias in a very vocal segment of this Forum. The reason being is that Police Officers are frequently perceived as a special entitled class, and in the opinion of many here Police Officers see themselves as a special entitled class. My sensing is that you are recently retired and may be in a state of culture shock that many people could care less if you were a Police Officer for 23 years or 46 years. The actions of your fellow employee probably shocked you because she wouldn't cease and desist and you thought you would get a free pass because you are a retired Police Officer.
There were better ways of handling the situation IMO, you could have said that you had controlled medication in the bag, or that your valuables were in the bag, or that you were carrying a large amount of cash in the bag because you had just sold a high value item, or you could have simply left the area.
Now as strengh has pointed out you have approached a private entity and it is not about your constitutional right to carry.
I am pleased that the results were favorable to you and that the YMCA will perhaps rephrase and clarify their policy.
What I do find a tad distressing is an assertion that you should get more consideration because you are an ex-cop. It's back to that Orwellian concept that "all animals are equal but some are more equal than others." I only hope that if I were to show up at your YMCA with my CCW and my NH non-res permit, and somehow it became known that I was carrying, that I would be afforded the same courtesy as you despite my non-sworn, "civilian" (I prefer the term citizen) status.
The other aspect you are going to have to deal with here, is that employee who can still find a way to make trouble for you. I'm guessing maybe there is a little more to this story with regard to your interaction with her.