That might be a store policy and the explanation about competitive espionage or whatever makes sense, but I would highly doubt there is anything unlawful about what you had done.

When I was very young my dad would occasionally send me to competitors' displays at trade shows to look for copies of their literature and price lists to bring back to him. At the time I had no idea anyone would object, but one competitor caught me and asked me what I was doing. When I told him, he asked me to take him to my dad and then they had a private conversation and I was never again asked to go do that!