From what you post, you have not yet been charged with a crime, and so you have no conviction. Charges might stil be filed, but Sears may not want to spend the time. If they have the item back, they may not even send the civil demand letter, but if so, these often ask for triple the loss (even when the have the merchandise). You may also have agreed not to enter the store or any Sears store, so look at your paperwork. Sears may have a database, but without criminal charges and adjudication of guilt, you have not been convicted, and so not in any court database. If charges are filed, see a lawyer at once. Even though you appear to have admitted, there is a lot the attorney can do to minimize the damage.
We do not have a client/attorney relationship until you make an appointment, we discuss your case face to face, I accept a retainer, and we explictly agree to enter into representation.