I purchased a jacket online and the company accidently left the anti-theft ink tag inside the pocket. Is this thing gonna explode on me?

I’d rather not send the jacket all the way back to the store and wait for them to return it to me. My question is: will the ink-tag explode if I drop the jacket or step on the tag or something? Or do they only explode if you actually remove the tag?

The worst part is that it seems that I’m wearing stolen clothing. Awesome.