I had a greeter ask me for a receipt once at Walmart, I said sure and showed it to them, I had nothing to hide, and I also have to show my receipt at BJ's.
Same here --BJ's and Wally World? You been stalking me?
I look at it this way. I, as an honest person, have nothing to hide, and have no problem with the extra five seconds that a greeter is going to take to make sure nothing OBVIOUS is walking out the store. They've never gone over my purchases with a fine tooth comb, never given me the TSA treatment, and if they were to do so, I would say something to their supervisor/manager, not them.