I am not sure exactly what Walmart teaches new employees or where you are getting your information. It does seem consistent with my wife's experience with the Muslim shoplifter. When I looked up Walmart’s policy on shoplifting is however what you wrote seems to be contradicted. This can be easily verified. There have been many articles about Walmart and shoplifting.
Quoting from one, “Walmart has a “prosecute everything” policy (as do many retailers). If they catch you, the police are going to be called, and you're going to be cited or jailed.”
http://www.businessinsider.com/the-truth-behind-shoplifting-at-wal-mart-2015-6
I’m getting the info straight from Walmart employees.