The truth is, I can almost understand the desire of people here to check peoples' bags when leaving the store - regardless of what the law says.
My wife and I were in a clothes store the other day and a woman walked up to the cashier and laid a dress on top of the counter and said she wanted to return the dress. She had no receipt and the tag was still on the dress. The clerk tried to tell her that she needed the receipt to return it and the "customer" started yelling and getting pissed off. While this was happening the security guard walked up and told the clerk, in a voice loud enough for pretty much everyone near to hear, that she saw the woman take the dress off the rack just a few minutes ago. The "customer" sputtered something incoherent, then left the store in a hurry with the dress sitting on top of the counter.
A few months ago, my 19-year-old and I were in another store on Florida and we both saw someone putting clothes from a table into their large purse/bag. We went and told the security guard on the other side of the store about it. Don't know what they did, but I would support their desire to check out that person's belongings, or at least try to detain them until they could get a policeman inside (not an easy task here, perhaps).
You can't legislate honesty, and a store is a private place. I think some of these "rights" may be a little silly just because there are so many people that would take advantage of that - and I'm not just talking here, I'm talking anywhere in the world. I used to be head cashier for a Target store in the late 70's/early 80's and often had to work with the security staff against people shoplifting, returning things with no receipt, hiding things in boxes of other things they were buying, etc. We had rules we had to follow, but in the case of shoplifting they weren't so onerous that we couldn't get the majority of them when we caught them. I can't remember a single case in which I was involved where we inspected someone that didn't have an item they hadn't paid for.
If customers don't like a store that is serious about security, go somewhere else. Too bad that there are so many laws here that favor criminals...
A lot of thieves in this world and making it easier for them is not doing anything to help anyone.