The people constituting Wal-Mart customers are entitled to be secure against unreasonable seizures ~ like preventing them from leaving without showing a receipt when there is no reasonable suspicion of a crime on their part.
Let me give you a clue, if you're going to give a reason why natural law is on the side of Wal-Mart and not on the other side, the reason can't apply equally to both sides.
You get a few yahoos in there who don't respect other's rights and it just turns to poop.
The government doesn't have to be involved in any of this, so don't bring them in, and don't dare others to do so by being needlessly obnoxious.
You can imagine how much it would improve postal fortunes to rescind that exception eh. But, we digress.
So, under the law Wal-Mart continues to OWN THE RECEIPT (or "letter") and the ownership NEVER conveys to the recipient.
I know that's too esoteric for you, but you will have to handle the receipt in a way required by Wal-Mart until you exit their premises and drive away out of their parking lot. Then, if they didn't snatch it back from you, you could dispose of it as you wish, but you still don't own it.
This business about who OWNS a stack of letters was settled ages ago through a series of statutes and court decisions, and sometimes there are disputes ~ particularly when a famous sender dies! But such things as receipts with personal information (e.g. part of your credit card number, time, date of purchase, location, price) makes them "personal information", which, if mailed, subjects them to First Class Mail rates ~ just like any other personal document.
Always make sure that you have a "release" from the owner in hand before attempting to sell your souvenir collection of "bills sent to Elvis" (e.g.).