Thought on this a bit more.

Here's what you do OP:

Find an older friend or relative, one who hasn't been to your store before and who the other staff doesn't know. Have them browse around the store a while (preferably on your day off), and then get into line. When they get anywhere near the cash, have them demand to speak to the manager.

When the manager shows up, your friend will say the following:

"Excuse me, but I couldn't help notice you seem to be collecting information every time someone makes a purchase. I see they have a list of barcodes they scan, but never the same one twice. I asked several different employees what this information was for, and they tell me it's their employee numbers being logged. Now look, I've managed several retail locations, and I know you are collecting statistics and furthermore having your staff mislead customers about it. I demand to know what information you are collecting, and furthermore, what the fuck gives you the right to lie to me about it? I'm going to the Better Business Bureau about this."

OP, I'd be at least that pissed off if I actually shopped there. I'd do this for you myself if I lived nearby.