I just say no thanks and keep walking. If you respect property rights consider that once you pay and they give you the receipt, it is your property (items purchased and the receipt itself) and they have no right to demand to see it.
Maybe get some actual cashiers working again instead of self checkout and many of the issues would go away.
I am a Costco member and I do show the receipt there because I have agreed to their terms when I became a member.
Just tell the receipt checker that you accidentally pressed the “no receipt” button on the self checkout.