OP YANBU
I work for the supermarket in question (though not the branch the OP frequents, as we don't currently have any volunteers in our store) and I think that all the "Mean OP, how dare you not want to spend time talking to a volunteer with SEN" are missing the context that the volunteer is not a small child who needs to be coddled, they are a grown adult and should be treated as such, which includes getting feedback both good and bad regarding their work.
Yes there needs to be allowances made for any SEN/neurodivergence but that should be in the delivery of feedback, not that they should never be spoken to about their actions. "Someone needs to tell Mary to back off and leave customers alone as she was being really annoying and pissing me off when I was trying to buy my dog's best mate a birthday card" is not acceptable as it is in no way constructive, however "I love that Mary is so enthusiastic about her job but when she first asked if I needed help I said 'No thanks, not today' as I needed a sympathy card and didn't really want to get into a discussion about it. Despite this she continued talking at me/making suggestions/followed me down the aisle. In the end I felt too uncomfortable to continue browsing so left without the card I wanted to buy. This is not the first time I have had this happen with Mary and it makes me avoid the aisle when I see her there, so I have started to go elsewhere for cards/stationery to avoid the uncomfortable situation." is perfectly acceptable as it clearly lets the company know that the issue is not Mary's presence in the store but her behaviour, and with a little bit of training and coaching the issue can be resolved pretty painlessly.
At the end of the day, someone working in a supermarket is making at least one customer uncomfortable by their behaviour - that needs to be addressed with the volunteer. That doesn't mean that they get disciplined or told off, but it could mean that they are given more training or support so that they can still do their job but also be aware that if a customer says "No thanks" when they offer help that they need to respect that and leave them alone.
Additionally it does the volunteer a disservice to let it go indefinitely because for every customer like the OP, who are uncomfortable but don't want to say anything so just shop elsewhere, there will be other shoppers who will, when the volunteer continually tries to engage with them even after they gave been told "no thanks", eventually either get aggressive or confrontational with the volunteer, which could lead to them being shaken up and upset or even physically assaulted.
I have seen rude customers start screaming at staff members over the most innocuous things - I myself have been smacked across the face because I dared speak to a couple who were stood at the checkout examining their receipt for 10+mins at 22:20 to remind them that the store had closed at 22:00 and asked them to leave so we could lock the doors - so it's not outside the realms of possibility that one day this volunteer annoys one of those customers to the point they end up being shouted at or even assaulted.
Don't get me wrong, in such cases the customer is 100% in the wrong, but having SEN/ND does not protect the volunteer from the consequences of any such confrontation, especially if said confrontation could have been avoided if the volunteer had been told "If a customer says 'No thanks' to your help then walk away and don't speak to them again unless they approach you first". If they can't do that without help/support then that help/support needs to be put in place and that will only happen if customers give feedback to the store so they are aware of it.