Mike, maybe they do things differently up there than down here. I've been in Walmarts just about all over the country except in the northeast, and I've never known of an instance in which they challenged
anyone except when a customer is going out with something fairly valuable and too big to be bagged; i.e., things such as TVs, microwave ovens, etc. While I'm sure it's probably happened, I've never personally known of them to check anything in a bag.
Of course, I'm certainly not saying that everything Walmart does is "reasonable"; only that you aren't protected by the Constitution from their "searches".
I've been known to be a bit of a "jerk" with a few of their other policies myself.

After having been a regular customer in quite a few Walmarts, there was one (and only one) in which the cashier would ask to see my drivers license about every third time I was in there. No other Walmart had ever asked for other ID when I used a credit card. So I just wondered why, since it only happened occasionally, never when buying anything that cost more than a few dollars. So I sent an e-mail to Walmart's headquarters and a day or two later a fellow who identified himself as the manager of that store called me. He first told me they "always" asked when a credit card was used; a very obvious lie and I told him so. Then he told me they had to do it on every 5th customer; another lie. A couple of days later, a different fellow called and also identified himself as the manager of that store. He told me the computer randomly selected people to ask for ID. So the next time a cashier asked to see my drivers license, I said, "No" and walked out, leaving the merchanise sitting there (I hadn't yet scanned my credit card). No one in that store has ever asked to see ID since.
But then a brand new Walmart opened closer to our house, and lo and behold, the second fellow who called from the other store became the manager in the new store. So, sure enough, about the 3rd or 4th time I was in there, the cashier asked to see my drivers license. I told her, "Call your manager." So I got to meet him in person, and was never again asked for other ID.
And then Walmart started selling beer and wine. And they had a policy requiring ID of
anyone who purchased any alcoholic beverage. Now I'll be 68 before this month's over, so I asked a couple of cashiers if they really thought I could be under 21. And when they told me of the policy requiring ID of
everyone, I told them it must be tough to have to work for a boss who thinks you're too much of an idiot to know that I'm over 21.

The policy now is to require ID of anyone who
appears to the cashier to be under 40.