I do not need an enumerated or explicit right not to be searched by private parties or refuse one if requested. He was well within his rights to refuse to show his receipt or resist being detained since it did not properly fall under shopkeepers privilege. The store would then be well within his rights to tell him to never come back.
You do if you enter a store knowing that it is the policy of the store to check bags and receipts upon exit. Once you know that you cannot refuse to co operate with store policy since by entering the establishment you have agreed to abide by it.