I don't think this is a change, and I don't think they are necessarily becoming more picky. I think the reason for the warning to retain your notes is that after a shop is submitted to the client, the client may dispute the results of the shopper's report. When that happens, it is usually not the very next day, and the shop is no longer fresh in the shopper's mind. Without notes, the shopper may not remember the sequence of events clearly enough to respond to a client's challenge.
If the manager of a client location comes back to MF and says "My employee says that didn't happen," and the shopper has no response or details, other than "I don't remember the details anymore but it happened just the way I said, really, it did," what do you think will happen?
I have always maintained notes on shops on index cards which I scan and add to my digital records. The few times I have gotten questions, responding based on my notes has not been a problem. Notes don't have to be detailed, but should give you enough information that you can add more information when questioned about the shop.