I'll bite.

You're in a store the size of a regional sports arena that houses everything from $14 cuts of steak to $3,600 televisions. Unlike your local grocer who has one small entrance to keep an eye on, with no more than 30 patrons inside at any given time, the literal millions of dollars in various merchandise is out on a floor populated by a few hundred people. Surely you can understand why they want to exercise some vigilance in making sure someone doesn't just stroll in, nick a bundle of DVDs and a cell phone, then march out unimpeded.

And if you're really enough of a douche to just blow off a person who's actually working for a living (which seems rare given our state of affairs), then be combative when they ask WTF you're doing, I hope they do detain you. Good luck explaining to the police how you violated the Terms of Agreement you signed on private property but 'teh FEDURAL LAW is superseedin' it!'