well, sure the check is supposed to stay with the store... can't the receipt fall into evil hands?
If the store takes proper precautions with the checks - they will also do the same for the receipts if this is a store that must keep a receipt for tracking whatever options they give to their customers. The customers know what the restrictions are and choose to shop there.
I never let them put my receipt from debit or charge cards in the bag. I always take it and put it in my purse.