People willing to pay a membership fee like Costco are probably less likely to be shoplifters, plus signing up for a membership means they have your info which further discouraged shoplifting, and then if they do catch you then it's easier to ban you from all their stores.
Shoplifters aren't going to follow any of those rules, they'll just use fake or stolen card or identities.
But I think people still do it, I don't know if they still do it but Costco would check your receipt against what was in your trolley when I shopped there, if I remember correctly (10+ years ago).
This isn't a situation that requires a social contract where they follow some rules. The ease of shoplifters "not following the rules" with fake/stolen identities will simply approach the experience of someone trying to do the same with an airline ticket.