Some of them are shoplifting. If the items in their basket don't match the items on the receipt, then it feels good (hopefully) to deny them. We didn't have time to implement proper (better payoff) outcomes for approve/deny, so it's mostly just aesthetic. But as you pointed out, it does get rid of angry customers, which is nice.
We're planning a new version with much improved "papers please" mechanics on the customer interrogation phase.