1. If they have surveillance video of you attempting to steal the item, they should also have video of you being searched and coming up clean. And video of you purchasing the bar. So you have a defense to theft. You may or may not have a defense to attempted theft, but it is highly unlikely they would prosecute you for this crime if you didn't actually steal the item.
2. A store can "press charges," i.e. file a police report and agree to testify against you, but when it comes to criminal charges, only the state can "charge" you. So, the store might make a police report, but it will be up to the police to follow through with it. It is hard to imagine the police will do anything with a report of a stolen item worth $3.50.
3. The prospect of a school-by-school search for a candy thief is not realistic at all.
So, while it is not *impossible* that you will see your face on the 11 o'clock news or a poster at the post office, and that there will be a city-wide manhunt for your immediate arrest, I wouldn't lose sleep over it. Remember, if questioned by police (whether for this incident or not), you should speak with a lawyer before answering any questions, no matter what the police tell you or threaten you with.
Also, shoplifting is a crime and you will eventually get caught, so hopefully this incident will provide a valuable lesson for you about the risks you face.
The movement to your pocket could be considered an attempt crime if they could show you meant to permanently take it... but buying the bar shows you didn't mean that.
I think they're just trying to scare you away from that store. While it's not impossible, charges are unlikely.
Clark County, Nevada practitioner.
A) If they do not press charges against you then there is really nothing to worry about. If there are no criminal charges then there is no issue. Practically, that store clerk will likely not bother with calling the police and filing charges over a $3.50 candy bar that was paid for by you.
B) Also, since you actually did buy the candy bar that would be a defense you could use should they pursue criminal charges against you.