I like to suspiciously walk around when I'm shopping in big stores hoping security thinks I'm a shoplifter and then checkout just to let them down.
Why would you pretend to be a shoplifter in front of security guards? Do you really like being a shoplifter?
I don't like them. That's why I do that sometimes.
Pretending that you're a potential shoplifter distracts security from actual shoplifting. If you hate shoplifters, then you shouldn't waste security's time that they could be using to catch actual theives.
I only have the intention to have fun and the point of the game is to make me feel better about myself.
It is not recommended to have fun when people are going to be harmed while you are doing so. Even if no one will get physically harmed, the store you are doing that with will lose valuable items and may end up lessening the pay of their employees in the long run, so I would really think twice before doing what you are doing.