There must have been something found with Alanna that was either a Walmart bag or receipt because they were requested to be seized in the search warrant. Why ask for those items specifically when a receipt/bag could come from any store? Maybe there was a Walmart receipt found inside of the garbage bag with Alanna's body?
http://images.bimedia.net/documents/SaginawSearchWarrant.pdf
I agree that it seems very likely that some evidence of a Walmart purchase was found with the body. Very possibly, one or more Walmart plastic bags. But it could be a receipt or a Walmart price tag that got stuck on something or maybe even the use of a brand (store brand?) of something (tarp? tape? garbage bag?) that was found at the scene. It's a bit too far of a jump to say that Walmart bags were found at the scene and that's why LE seized Walmart bags. However, it's also possible that that is exactly what happened.