My local ones actually have a notice up that says something about making certain you get receipt and offers an incentive for reporting lack of receipt. I can't remember the exact wording as I'm always 'chomping at the bit' to get out of any shop.
I would have thought the major problem would come if you were stopped on leaving the store and accused of having goods not paid for. If the store doesn`t give a receipt you can`t be expected to have one therefore you have difficulty in proving you have paid and the store that you`ve not. Could get quite interesting with accusations and denials flying around.