When has “I’ll never shop here again!” ever been a useful threat? Shops care about people in aggregate, not you in particular. And anyone they decide to bother is someone they already have decided they don’t care about the opinion of.
Especially when it's, say, Walmart which has built a business on crowding out competitors in an area — are you really going to spend an extra 40+ minutes driving somewhere else out of spite? The power dynamic here seems quite unbalanced.
Can you name a few, or even one, consumer-level boycott in, say, the last 50 years, which actually accomplished its goal? Accomplished by the actual boycott alone, I mean.
Add up all the businesses that have failed and you'll find plenty that disrespected some of their customers.
Walmart is a much higher bar geopolitically, but bet they have to jump too when word gets out of malfeasance. But it is a prisoner's dilemma when they are the main one-stop value shop.
Know your rights and exercise them, keep your chin up and communicate. Fear is a trigger of suspicion.