I don't really have much of a problem with it, as long as WalMart actually agreed to do it voluntarily and wasn't made to do it. Considering the story that I read that went with that video, I'm pretty sure that it was voluntary. And it isn't just WalMart that is doing it. So is Mall of America, some hotel chains, Amtrak, and DC public transit.
Maybe it just doesn't bother me because when I lived in Hawaii, they had written messages on all their public buses that essentially said the same thing. And we are told to do that in the military, look for unattended bags or packages, and report them. And to even look for suspicious looking people, people who are watching you or following you, or who are acting strange.
Now, I think it wouldn't have been so creepy if it would have been someone who is a little more charismatic and if they would have included examples of suspicious activity, instead of just leaving it open. Considering that specific video is for WalMart, many people could look strange and suspicious in there. I know, that is one of my favorite places to shop.