[statusquoantefa]

they can't force you to participate in the receipt checking, you can refuse, and you are free to leave. Because those places are clubs, they can take your membership away and deny you entry in the future, but once you pay for something, it's yours, and they can't search you or your belongings against your will; unless they wish to make an allegation that they saw you steal something, in which case they can tell that to a police officer.