I would not get too upset at the request. Where I live, it is a real war zone here. I live in a rapidly aging older suburb of the Los Angeles basin. We have all sorts of creepy types here, always ready to shoplift at a moment's notice. So I don't carry any large bags or anything of the sort if and when I shop here. If I wanted to do some serious shopping, I go to the better neighborhoods or malls. There, bags are actually welcomed as a great indicator of your huge spending habits.

As for bags, I carry a smaller tote type bag inside containing all my valuables. In the event of a possible check in of the larger bag, I simply remove the smaller bag and go about my business in the store.