It's not theft till you leave the store with it. Least not here in my state.
I've worked in retail for a very long time and unless someone is acting strange with their bag I think very little of it, women carry purses It's the same thing, most purses are on long enough straps that it would be far easer to steal with them. I have gotten odd looks for taking my bag in but screw em I ain't stealing anything. I had I guy give me all sorts of odd looks at the store the other day for putting my groceries in a canvas bag I take to the store with me when I'm not on my bike. I think they are getting used to me though as I allways shop at the same store.