Wombat, I'd like to know how we 'know that people eating going round the supermarket causes losses for the store' and exactly how it 'makes it harder for the store to know who are shoplifting and never intending to pay for the goods.' I'm also not sure about your assertion that 'a certain proportion of those eating will not be intending to pay'. But thanks for graciously assuming that I am not one of them. 
As for mess, the act of getting, say, a bread roll or pastry out of its display thingy also causes mess in the form of crumbs. Is it different/better to have crumbs at the bakery section than in other places round the store?
Litter: I frequently see litter in supermarkets that has not come from easily eaten foods like bakery goods –magazines put in the food sections, bags of frozen food dumped on random shelves etc. From these experiences I'd surmise that litter from people eating as they go round forms a very small part of the problem, especially when you consider that people tend to save the packaging so it can be swiped and paid for.
'I think we can safely say that stores would prefer customers NOT to do this, even if they are not prepared to openly say it is not allowed.'
I'd be interested to hear more about how you came to this conclusion, especially seeing as PPs have mentioned seeing signs in certain stores asking customers not to eat food before it's been paid for. Presumably if more stores minded, they would have signs up?
The socks/hat/scarf thing: it's different because it is very easy to pick up e.g. a bread roll or bag of crisps and open and eat it on your way round the store, and not so easy to remove labels/packaging and put on socks. Plus you're likely to have done so because you wanted to eat it there and then; you're less likely to want to wear a scarf or a new pair of socks right then and there.