What if, instead of the same day, it had been the next day when you noticed you now had the drill bit, long after you brought it home? Would you still think you had an imperative to return it? Would it still feel like deliberate theft?

How about if you didn't notice that you had it, and it fell out of your pocket at some point on your way home, and then you realized the next day that that had happened? Would you feel an ethical wrongness that could only be righted by retracing your steps to find the store's lost drill bit, so it could be returned? Or would you accept this as just a series of accidents with neutral ethical value — like e.g. goods being damaged in shipping?

What if, instead of a drill bit, you found after you walked out of the store that you had a $5 bill stuck to your shoe? Would you feel the need to walk back inside and ask who lost the $5 bill?