If this was the cashier that was making the comments, I probably would have complained to the manager. It's very inappropriate for a cashier to comment on what the customers are or are not purchasing and make moral judgments about it out loud (what they think is their business).
If it was a fellow customer, on the other hand, I would have done exactly the same thing you did.
While there's nothing at all wrong with being vegan and everyone is entitled to their views and opinions of the correct way to eat, I think it violates personal boundaries to make comments to a perfect stranger on their grocery purchases regardless of whether you have a moral objection to them or not. I don't think too many people would go up to a person purchasing condoms and start preaching to them how morally wrong birth control is if they happened to believe that and yet some people think there's nothing wrong with making comments about something as personal as what a person chooses to eat.