The only legal place a store can stop you for shoplifting is the door, and in order to do that security needs to see you take a book and follow you (whether in person or electronically) to the exit. It's kinda obvious if a guy in a uniform is tailing you and cameras can't be looking everywhere at once (or rather, the poor shmoe looking at the camera feeds can't be covering the whole store at once) so some large stores employ undercover security guards to track potential thieves to the door. You could walk into a Barnes and Noble, take a large stack of books and blatantly put them in a bag (THIS IS LEGAL - you can bring, say, your own shopping bag to a supermarket), walk to the exit, turn around, drop the books on a table and walk out without any repercussions.

How does this relate? Well, take the above with this scenario in mind:

You buy a computer game at Software Etc. and head over to Barnes & Noble for a book. The cashier at SE didn't clear the security tag so you set off B&N's alarm when you walk in (they use the same security systems and Software Etc. is owned by B&N). No one notices. You wander around, don't find anything you want and head for the door again. On the way out you set off the alarm again.

You know you didn't steal anything, therefore security couldn't have seen you steal anything and followed you to the exit, therefore they have no legal reason to stop you, therefore you have no legal reason to stop.

The security checkpoints are there as a deterrent, nothing more. You can breeze right through them if you set 'em off and nobody can do anything about it unless they've got proof that you're stealing. If they had proof, believe me they will physically stop you. Neat, no?

Oh, and just so you know: Barnes & Noble only tags about 10% of their books. You'd be amazed how many people believe that a book's UPC Symbol sets off the alarms. I've seen people rip the barcodes out of the backs of cheap romance novels and make off with 'em.