A great many of the perceptions one has regarding a piece of literature or art are unique to each individual based on personal opinion and experience. My perception of the sadness the family feels has less to do with the girls in bathing suits being reprimanded in the story, as much as it reflects their disappointment that Sammy has quit his job.
In John Updike's "A & P," Sammy is seventeen, working at the grocery store for the summer. The job is not particularly challenging, and we can infer that Sammy would much rather be outside enjoying the weather than dealing with housewives stocking their cupboards and planning meals.
A few house-slaves in pin curlers even looked around after pushing their carts past to make sure what they had seen was correct.
The girls make an impression on the other customers, though certainly for different reasons that those Sammy experiences. His boss makes it abundantly clear that the girls are inappropriately dressed, which we can also infer is what the other shoppers are feeling.
Lengel's pretty dreary, teaches Sunday school and the rest, but he doesn't miss that much. He comes over and says, "Girls, this isn't the beach."
To Sammy, the presence of these girls is a delightful respite from the boring day-to-day routine he follows. He refers to the leader of the girls as "Queenie," for he sees something extraordinary in her.
Sammy's description of the woman he waits on when Queenie and her friends entourage enter does not receive much kindness from him:
She's one of these cash-register-watchers, a witch about fifty with rouge on her cheekbones and no eyebrows, and I know it made her day to trip me up.
But of Queenie:
She didn't look around, not this queen, she just walked straight on slowly, on these long white prima donna legs. She came down a little hard on her heels, as if she didn't walk in her bare feet that much...
The customer at the register and Lengel represent society at large and its expectations. Sammy's parents would see this situation as sad in that Sammy quits his good and steady job. Sammy sees it as a last declaration that he is not ready to join the ranks of the adults, and for him it is not at all sad. He quits the job not because it will impress Queenie, who has left, but because he is unwilling to censor Queenie as the adults do. He acts because of the principle involved. He is not yet ready to consign himself to adulthood.