Here’s one I know a few of you will be familiar with: 1st breaks a machine and can’t run product leaving it for night. Night fixes the machine and runs the orders but has to re-break the machine before 1st comes in or risk getting fired for fixing it and being productive.
I just smile and say “no thank you” and keep going. There’s nothing they can do unless they actually think you stole something and they don’t have the manpower to detain everyone who won’t stop for their receipt check.
Note though that doesn’t apply to Sam’s Club or Costco or similar, if you’re a “member” there you agreed to the checks.