Ewww. I'm guessing they punch pin tags through $700 gore tex jackets as well? And condoms? Even if the amount of damage is minimal, it's still something I would rather not do to my rope. Some climbers do use a needle and thread/dental floss to make small whippings on the rope to indicate that the rope ends are approaching. However, there is a large difference between carefully easing a sharp needle through the rope and a retail worker, chugging along at minimum wage, shoving one of those generally ragged and burred pins through the rope.
As you mention, the amount of damage is probably not severe. Similarly, storing the ropes in a vat of motor oil or sewage would probably still be safe. This doesn't mean that any of those are best practices and speaks more to the great extent that manufactures go through to make sure their products are safe. Furthermore, I don't recall the UIAA having a rope testing category for standard falls with a security tag through the rope.
At the very least it shows a lack of respect for the end user (my making money is more important than your safety). There are so many other ways to prevent shoplifting a rope. For example:
- Even moderately alert retail staff. Ever have someone walk by at the crag and stuff your rope into their pocket without you noticing? Neither have I. It isn't exactly an object that lends itself easily to shoplifting.
- Using a cable-type security device through the center of the coil, such as one of these. While it would be possible to uncoil the entire rope and free the rope from the cable, it is mighty hard to imagine that someone wouldn't notice.
- Using adhesive magnetic sensor tags on the packaging/hidden away inside the coils of the rope.
- Keeping ropes inside a locked cabinet/display case or behind a counter.
If the establishment is unwilling to alter their practices, I would strongly urge you to contact the manufacturers of the ropes. Having worked specialty outdoor retail, this would be the sort of thing that a reputable manufacturer would drop a dealer for.