Just to add some perspective...
I work as a LP agent for a major corporation. Whenever I see someone with a large bag, backpack, stroller, etc. I keep my eye out for them. If they exhibit some other suspicious behavior, then I'll watch them closer. 95% of the folks are either passing through or legitimately shopping. But there are those who will stuff their bags full of unpaid merchandise and just walk out. I personally wouldn't ever tell someone to check their bag since I often carry my messenger bag into places and I'm smart enough to recognize that the hassle of trying to get an honest person's bag isn't worth my time.