I've brought hundreds of these, and I almost never check the receipt (although I would have in an unusual situation like the OPs). For me it's more important to secure everything immediately before arousing too much suspicion and get out of there. I'm more concerned about dropping a card, or being mugged, than the card not being activated. I usually load VRs within the day, but not always. There is plenty of risk in life, and I think these things are pretty low on the chart.
If someday I'm out $500 it won't be that big of a deal to me... my main worry is my wallet being lost or stolen when it's got several thousands in cash equivalencies in it.