Here's one possible scenario for why I would personally shop lift from Walmart.

It's a nice sunny day, and I need a thing. A thing that Walmart has. So I go to Walmart with enough money in my wallet to buy the thing and still have a little left over for lunch. When I find the thing, I think about how nice it would be to have the thing and still have the money for the thing. My brain starts racing about how smart I am and that no one will every catch me, so this will be easy. Ha! Suckers! I can do this, I can do this, I can do this! While imagining how wonderful it will be to have the thing for free, I completely forget about security cameras, court costs and jail time. Man, I should've paid for the thing.