We've done this for years when we are just passing through areas, and don't necessarily need to "camp".
I've never been addressed or seen any signs about having the slide out, and have never had any problems with it, as long as we keep to a somewhat back corner of the parking lot.
You can also do this at any Camping World store's parking lots overnight.
They are both a great option for long road trips. I'm not sure on this... but being that Sam's Club is owned by the same company as Walmart, it may be an option there also. May be worth checking out.