Yeah. No. Right back. That can and will work at Walmart. You are correct. It is your stuff and unless they have reason to believe it is stolen merchandise, all they can do is ask. They cannot force you to show them your receipt.
The rules you agree to for a membership at Sam's Club and Costco say they get to check. If you choose not to comply at these places, your membership can be revoked. In this case, it was Sam's Club. They can and will check your receipts against your goods.
“Can be revoked.” Can being the operative word. They ain’t gonna do squat. You sound really enthusiastic about this, though. Which is kinda strange.
“If you choose not to comply at these places, your membership can be revoked. In this case, it was Sam’s Club. They can and will check your receipts against your goods”