I know the bag check isn't the focus here, but I always just politely decline. After I've paid, I own whatever is in those bags and no, you can't look in them.
Know your rights and exercise them, keep your chin up and communicate. Fear is a trigger of suspicion.
Can you name a few, or even one, consumer-level boycott in, say, the last 50 years, which actually accomplished its goal? Accomplished by the actual boycott alone, I mean.
Walmart is a much higher bar geopolitically, but bet they have to jump too when word gets out of malfeasance. But it is a prisoner's dilemma when they are the main one-stop value shop.