FYI to anyone here, you don't have to show them your receipt or let them check your bag. Just refuse and leave.
Any before anyone says "they'll ban you from the store", they very likely won't. And even if you are added to the ban list, it's not really possible for them to enforce. I worked at a very high traffic Loblaws for a while as a self checkout attendant, and I would regularly have my friends in customer service point out people that had been banned checking out with no problems.