Hum this just isn't adding up. Wytheville Police and Wythe County Sheriffs according to the limited resources I have available {Police Call} do not share frequencies in any venue PD, Fire, or medical as near as I can tell although the Medical is likely city and county wide service and ran by the county. Just a guess as this is the way most ambulance services operate.
Another possibility is he has a supervisors or fire chiefs radio. Usually in many such agencies for Civil Defense purposes at least one person per shift has multiple agency capabilities in many places.
The Walmart frequency can be anything from business designated radio {meaning they may have given him a company radio} or some Wally Worlds actually use GMRS radios instead. I suppose he could have modified it but that would take some doing especially when doing 300MHZ plus jumps on a hand held. Meaning 150- 159MHZ up to the 450 & 460 MHZ range to get on PD and sheriffs radios plus he would need to know PL tones likely.
I've heard rent a cops {actually off duty deputies} in Wally Worlds before on my scanner. The sit down with the hand held on their side and it keys up. An innocent mistake and the person is not aware they are doing this. In my county once or twice a night they have to clear mikes because a deputy is sitting in a position to key his mike.
while what you say is true in MUCH of the country, in rural counties EVERYBODY is capable of being on the same frequency. (37.260MHZ in the case of my "home county". even the sewer/water workers & the dogcatcher!)
73s & free dixie,sw