You are right theres no requirement to answer him BUT depending on the guard it could cause more questions and go in a negative direction if you are perceived as being uncooperative it seems the best course of action is to answer not ignore
Why? Really, why? Doing it that way reinforces the false authority and does nothing to correct the continuing wrong.
I am being uncooperative....against illegal search and seizure. When I pay for the merchandise it is my personal property from that point forward. The security person has absolutely no authority over me unless I am breaking a law and has no business handling anything I own.
My Phase II response is "Are you accusing me of shoplifting? I wish to see your manager now, please."
I have a continuously running recorder to back me up and may or may not take pictures of those involved.
Truly believe the potential liability issue presented by these employees is part (major?) of the reasons that their positions were eliminated locally.
Coming to a store near you soon.