You raise plausible concerns. Still, where do you draw the line? More concern about suspicious purchases may have saved the Federal Building in Oklahoma. Or it may not. Who knows?

There certainly may be plausible reasons for buying such a combination of items as this man did. To purchase all the elements of a bomb at a single location is stunningly stupid, and tends to work against the "bomb" theory. This purchase alone should not be enough to arrest him. Would it be enough to politely ask him questions? Maybe. A mundane explanation of the purchases would settle things down a lot. Would it be enough to be suspicious of bears like this in odd locations? Damn straight.

I would be interested in the chain of events that caused this man to be spotted and reported in the first place. Do Wal Mart personnel routinely inspect all their tapes? Did some clerk flag this guy?