It's implied that the firefighters are wasting more money on gas than they stand to save on groceries. But it was pointed out in the comments that the grocery store that they chose to shop at is less than four miles away from their fire station.
The video shows this guy berating the firefighters for grocery shopping on the job. Meanwhile, they polite listen to him and give him suggestions on where he can go and who to speak to should he decide to file a complaint.
You can watch the full video here: