This is a pun. A "metal dog leash" would almost certainly be made of chain links. "Chain store" is used to refer to stores which belong to a larger network of stores commonly sharing the same branding and ownership, which are all part of one chain. Therefore there are two readings at once: a store specializing in chains would indeed be more likely to have a metal dog leash in stock, and a chain store (presumably specializing in pet care) would be more likely to have a chain link dog leash in stock. 
If you want a metal dog leash go to a chain store .