I've only been asked to leave once--that was not because of anything I did, it's because the Walmart had recently changed its policy and was expelling ALL vans from the lot. Likely because someone had recently been a shithead and pissed off the store manager. Oddly, the security guy who kicked me out was sympathetic, asked me a ton of questions about vandwelling, told me about a few local sites and museums I should go see, then pointed out another lot nearby that I could park in.
Yes, if I am asked to leave, I leave--promptly, courteously and cheerfully.
And when I am parked, I make every effort to be completely unnoticed. I do not stay in lots where campers are not welcome. I make no noise or light. I stay in the back of the van where I cannot be seen. I do not get in and out of the van. I do not look like a homeless person, nor does my vehicle. I move several times a day and do not stay in the same spot all the time. I dump nothing in the parking lot and make no mess. In lots without security people, I doubt anyone even realizes I am there--I'm sure the security folks figure it out (at minimum they can see the solar panel on my roof), but they don't bother me because I cause no trouble and do nothing to attract their wrath.
In general, if you don't act like a shithead, people won't bother you.