“No one is suspecting you of stealing …”
That is precisely what they are doing and that, to the honest folk not stealing, is insulting.
WM/Sam’s need to put stickers (like their obnoxious “happy face logo”) on items not in a bag so their risk management personnel at the door are not tasked with asking anyone with two 12 packs of Negra Modelo if they stole it,
Put everything in a bag (get bigger bags if needed) or give it a sticker and post a sign that says people with items not bagged or do not have a sticker will be asked to kindly show their receipt.
That and actually manning the surveillance cameras on every aisle would create better goodwill and minimize loss from theft.
Yeah, and for the record, replying "No you may not" is not "taking an attitude" or anything of the sort.