I had the same thing happen at Macy's.
I purchase an arm full of clothing, when I went out the door the security alarm went off.....I turned and looked at the clerk, she said she must a missed a sensor. So after going through all my pieces, she said....Did someone else go through the door with you. I said there was a lady standing there looking around, then went through the door next to mine at the exact same time. She said, she was a thief...that is just one of the things they do.
You are right, it costs us all.
D in TX