I rent from Dollar exclusively at LAS. Upon returning the vehicle, sometimes the attendant asks for the receipt, sometimes they don't. Either way, I have the receipt ready in my Dollar documents just in case.
While the policy seems "stupid" to some and a hassle to others, it is Dollar's policy. And if you choose that company to rent a vehicle from, you must adhere to their policies.
The beauty of all this is, there are many companies to choose from. Choose one that you like with the least amount of hassle during your vacations.