If the device is avtivated, it's probably only because the clerk forgot to remove it. And a clerk can be fired for this. It's polite to stop, if this happens, and let security remove it.
If any of the help in a retail place of business tries to frisk you based on the security device alarming, you have a lawsuit in the making. And you'll win it.
Most stores have very sophisticated monitoring systems and the pictures can be as good as a television screen. Theft accounts for sometimes 15% of the cost of merchandise, so we all pay for the thieves.