WalMart caught 2 people shoplifting. That does not make them assholes.
In fact, you lucked out more than you realize. Just the simple act of being with your friends could have resulted in you facing CRIMINAL CHARGES just because you were with 2 shoplifters. And 3 people together, they could have made it look like you were the diversion, and made it a planned crime at the felony or larceny level.
I would still stay out of WalMart for a while.