No surprise there at all - except, they were NOT arrested for violating store policy.

They were arrested for a criminal violation - theft. Big difference. WalMart, big and ugly as they are, can't write laws. They have zero power to institute a policy which will result in one's arrest, for an action that isn't already illegal.

Which is exactly why, they demand you leave and/or never return if you don't follow policies that carry no weight of the law - such as price comparison, photography, showing your receipt on your way out, or any other legal activity on their premises they don't like. By doing so, you are committing trespass if you refuse to leave - another arrestable offense in it's own right.