I've picked them up sometimes when I go to check something out. Checking out the weight of it is part of the decision-making process, especially when they tout the light weight in their marketing materials. Staff have never said anything to me. The alarmed cords aren't something that comes loose at the smallest nudge. If it does come lose, it wasn't connected properly to begin with.
If you're that worried, you can just ask them to pick it up to check out the weight. If they say no, then the store you go to kind of sucks, and I'd try to find another one.