This happened to me at my Kroger's, too. As I was being asked about my bag, a woman with a child walked in with a bag as big as my messenger bag, and another woman walked by with a purse that was roughly the same size. I turned around and walked away. What I do now is put my bag in the shopping cart before I go into the store. I haven't had any problems since. If it were going to be a big deal and I had some time, I'd sit by the entrance and ask the security guard to stop every mother with a diaper bag.