The reason you see them in Home Depot is the same reason they are in Menards. There is a policy against them but it is next to impossible to enforce. The few times we have tried we get those wonderful entitled assholes yelling in our face that it's their emotional support animal (usually while their terribly trained pet is tearing into food in the grocery dept, marking corners of shelves, disturbing/scaring other guests, or just taking a dump in the middle of an aisle) we've given up, everyone thinks they are the exception to the rule if they don't like it.
Don't get me wrong, if your dog is well behaved i would never bother you about it. I have 2, they go with me to petsmart occasionally, but they are properly trained and behave in public. It's the ones who can't (or won't) correct and train their pet that ruins it for all (seems to apply to non-furry children as well come to think about it)