Nope. I paid for the products and they have no right to search me.
Even at Costco, if the line is too long, I just walk out without letting them search me.
You walk out as you should, even if THERE IS NO LINE. It is a citizens arrest, and unless they have documentation (video) that you have shoplifted, their detaining you is flat-out illegal.
People, however, are for-the-most-part sheep, and will submit to such transgressions. DON'T.