No, there's no sexual connotation here. You are correct in your assumption that the saleswoman was simply asking the customer how much money he or she earned.
The customer was outraged because in many cultures (for example, British culture), such information is considered very private. In America there is not quite the same taboo about this subject, but even so it would be inappropriate for a sales assistant to ask that question. It would be like asking, "What is your first name?" -- you might ask that question to somebody you met at a social event, but not in this context.
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