Wow-so many internet tough guys that believe they have "rights" in a store attempting to protect THEIR property. I'd love to see them call the cops on you for refusing to stop.
In most cases, it is often an honest mistake by not removing one sort of anti-theft device or another, but get over yourselves.
This is not about being tough or not. Just what your rights are in this situation. Again, after looking around it seems at least in indiana the alarm is not probable cause and any attempt to detain you is illegal. Contrary to what some people may think you lose no rights by going into a store. Every right you have out on the sidewalk applies inside Wally World as well. I'd like someone to name one right, just one, forfeited or restricted on private property. Hint there is none, so prepare to be refuted.