Held Against My Will To Leave

Location: Queens, New York.

So I walked into a Walgreens with my bookbag. Most of the time if people are concerned that I'm going to steal theyll ask me to leave my bag in the front which i have no problem with doing. But security didn't ask, the employees didn't ask, so I kept it with me. I went in the store to stay warm since it was snowing for a couple of minutes so I wasn't planning on buying anything. He's following me around, no words spoken to me. 10-15 minutes pass and I'm ready to leave. Im getting ready to leave and the security guy says open up your bag. I say no, because I have my right to refuse. He just wanted a reason to abuse the authority he thinks he has and that's why he waited to say something the moment I leave instead of when I got in. Trying to leave he put his arms around me and starts tusselling and throwing me around. Almost tackling me to the grond mind you this is a grown man doing everything he can to prevent me from leaving. This is a 3rd party security company. So he calls the cops says I'm stealing. Cops arrive, they treat me like I committed a crime. Telling me to open my bag, he grabs me too. After all this went down they say let's check cameras. They check cameras they say I didn't steal but I'm banned from that Walgreens. They tell me I can't press any charges against the guy for kidnapping or assault, so they leave. Im not even the type of person to press charges but, even after they found me innocent everyone still treated me like I was the criminal and got no apologies what so ever. How do I go about this, sue, involve Walgreens and the 3rd party company they probably don't know is operating with them abusing civilians.