I'm not an Australian citizen, but I make sure the Australians I know are aware that it isn't like this everywhere around the world.
If you don't like it, it's better to try to change it or bring awareness than just leave.
It's not even just the police - the goons on the doors of JB Hi-Fi will demand to root through your bags on your way out of the shop. Nobody even seems to question it.
It's why I like the story of how Fry's Electronics, which had a similar practice in the US, was taken for $65M by one of their executives. They were guarding every penny and treating every customer like a thief while one of their own walked out the back door with millions. https://www.seattletimes.com/business/frys-electronics-execu...