Business Admin. Major here, I've been doing retail for three-four year now.
Report it if it bothers you at all. Worse case, they tell you that they can't do anything for you. If you don't feel comfortable approaching them, or if they say it's a stupid complaint, take it to the hotline.
Nearly every company has measures in place to prevent harassment of employees, because it's simply good business. A lot of people don't know that employees need to respect each other too.