NFC? Is the NFC turned ON? If yes, try it with the NFC OFF; unless you use NFC (near field communcations); however, honestly can't figure out how NFC would set off a magnetic sensing type alarm (unless they have changed over the years). Do you have an ID card with a magnetic strip? A hundred years ago, I had a ID card issued that used to set off alarms in the DC area, is some cases a metal detector due to my gun, but in some it was those shop lifting alarms. They were magnetic type strips on those cards.
Are you positive it is the phone? Have you set off the alarm, the went back through, handed your phone to a store employee, then walked back through the alarms posts?