Vishal Mega Mart — Not letting me me take the bill

Address:

Hojai, Assam

Today I went to a Vishal mega Mart at Hojai district in state of Assam and purchased an item worth ₹499 they given me the bill at the counter but at the time of leaving the mall sequrity asked me to show the bill and didn't give me back saying you can't take it out and ignored me.

I think it's my right to take bills on anything I purchase.