Would you say the same thing if they intercepted HTTPS connections? Or blocked popular DNS (edit: DNS over HTTPS/TLS) resolvers and required you to use the one advertised in DHCP?
I think if you’re going to provide WiFi, just do it and stop spying on me.
The reason they want this is probably so they can tie your Walmart account to your position inside the store. And see which other sites you visit to find a better price, etc.