The security tags can be removed with a magnet....you risk the possibility of the tag being inkfilled if you pry it off with a tool. Run a strong magnet over the larger side and pull out the pin simultaneously-might take a few tries.
The security alarms probably didn't go off because you held the bag at floor level or above your shoulders; note the crossbars at store entrances-they cover the area of an average sized person shoulder to calf.(Now that I've told everyone how to shoplift!)
Uh, yea, that cashier was dumb as a stump....has nothing to do with retail as a whole. Trust me, it sucks a hell of a lot more on the inside than it does to those on the outside.