I overheard a man being asked to leave a store with a big dog - He pointed out that he'd seen small dogs in that same store and why was it ok for them and not him (it happened to be a store I had Chanel with me prior to that trip and no one asked me to leave - but I remember thinking he had a point
All cities are different but one thing to remember is not all people are dog lovers and don't want to be shopping knowing people have dogs in the store no matter how cute or small they are.
also - there are Health Regulations which are strictly enforced especially places that sell food (Grocery Stores etc)
My other reason I only take them on occasion is if I took them all the time - they'd get so used to it they'd expect it every time I leave the house .... mine would pout like their world was ending