Unless this is a law in your state Walmart should not be asking their customers to do this.
However, if it is then they are well within their right to enforce it.

Ohio has no law like this...anyone of legal age can purchase beer/alcohol no matter if they are with underaged persons or not.

And as far as your claim that its legal to supply beer to your child at home there are many counties/cities who have their own laws regarding this. Just because one wants to be cool with their kids does not mean they should allow them to drink. Sadly more communites/states should have this law.