The local Walmart here requires you to pay for the ammo at the sports counter. No big deal for me.
I do not buy ammo very often, but when I do, they put it in a bag for me. I then go to the cosmetic department and shop around. (Cosmetics has the highest level of theft when compared to all other departments.) I will pick things up and put them down, turn my back to the cameras, etc... Usually after doing this a couple of times with different products, a sales assoc. will show up and ask if I need help. "Nope, I am just doing my Christmas shoplifting, thank you." I discreetly get followed around until I leave store.
Security use to wait for me at the front door, but I have pulled this too often and now I just get a "Hey Mr. Buck, messing with people today?" I have tried complaining to the General Manager (He lives next door to me) about the policy and he just laughs and tells me to quit messing with his store security. (True Story)
I, and many others, have the option of buying from Walmart or not. Just because I have that option does not mean I have to buy there. Just because they have the lowest prices does not mean you get treated like your at McDonalds, you do not get to "have it your way" all the time.
I was told there is actually a study that shows for every customer Walmart makes mad and quits shopping at Walmart, there are something like fourteen customers who come in and buy the same thing with-out a problem. So by leaving the ammo on the shelf, you have made some othe people very happy.