Got refused to purchase in store as I didn't wanna leave my baby bag behind.

It's was on Black Friday the 23November, as I was entering the store the security called to come to him and told me I should leave my baby diaper bag and I was like how can I leave my baby's bag ? In case she pukes or burp I need to have her stuff to wipe her? Plus my wallet was in there. He said bags are not allowed in the store it's either I leave the store or leave my bag behind, I found this very strange coz I normally shop there with my baby bag and at other pep stores I've never experienced such. I don't mind being search but having to leave my bag at the parcel counter while carrying a 7 month old baby is such an inconvenience.