Going with the "checking the bags when you leave" analogy, it's not the fact that the bags are being checked that annoys me, it's the act of having to queue at this final gatekeeper and wait for their OK before I can walk past.
If it really bothers you to wait, then don't. The store employee has no arrest powers, especially given that he has no knowledge that you have committed any crime. They cannot detain you without opening themselves to lawsuits and criminal prosecution. You have every right to put your receipt in your wallet, tie your bag, and head out the door. They can't stop you or force you to show them anything before you can leave. On the other hand, they can tell you not to come back, and have you arrested the moment you step back inside the door. Note that this is not legal advice, and I base this solely upon knowledge of the laws in my own state. Things might be different where you live, but I doubt it.
Make sure your code does nothing gracefully.