It doesn't matter what Walmart or anyone except Costco (part of membership contract) and probably Sam's club (contract again) says. Once you've purchased it they have NO legal right to inspect and you have NO legal obligations to stop. That being said I know the folks doing that job are not assholes so I will politely refuse and wish them a nice day.

In DC they they have the same type of legal witness called special police. Once one tried to stop me and I refused saying , "Call the police if you think I stole something" and kept going.

I'm not going to be harassed by employees after I've legally purchased profucts.

Please note if you are planning on running a scam or sneaking shit out, don't draw attention to yourself. One law at a time is the rule.