The bag I use most often is quite small (smaller than an A4 piece of paper) so I don't get asked to show my bag, sometimes I'll do it anyway on the way out but I usually get waved through.. I don't know what some people are keeping in their bags that is so private or why they think anyone doing a bag check would care what's in there. The most I can fit in my bag is my phone, wallet, iPod, coin purse and a couple of pens; when I go shopping I actually consider that I might be browsing the shops and leave anything out that might be considered private.. 

Bag checking is not a law, but if a store has a policy that your bag will be checked as a condition of entry (which you agreed to when you walked in) rather than making a song and dance about your rights to refuse a bag check,  you could just take 30 seconds and show them your bag. If your handbag is only a small bag then you don't have to show them but I"ve seen a lot of bags being carried around that resemble an overnight bag.. 

As for the security tags, I still remember when they had those ones where dye would leak out if you tried to removed them. I'm not sure how they thought those would be a good way to prevent stock loss because the clothes ended up ruined anyway. If they didn't get ruined by the dye, then they had holes in them from people trying to remove them, so I'm pretty sure that these two reasons are why they decided against tagging everything. On top of that, you'd have to make sure that ever register had the machine to remove them which is not always feasible or possible..

Would you rather get your bag checked like everyone else just in case someone might steal something, or would you rather get randomly targeted for a bomb search at the airport because you look suspicious? This actually happens to a friend of mine quite often.. Her sister thinks it's hilarious, my friend not so much