I, too, wish there were such an app.
You can sort of circumvent the comparison shopping by looking around at all the retailers who offer online ordering. Most of the prices via online ordering are fairly accurate, and although it's time consuming to fire each one up, it's easier than leaving the house to physically compare.
But that's not a catch-all solution. I imagine a savvy person (not myself) could write some program that scrapes the websites of all the stores that offer online ordering and delivery to comparison shop, but it would not be a perfect implementation.
It's still very much in the stores' best interest to obfuscate the prices of the majority of the things they stock. Much of their profits come from impulse purchases, and many grocers try to maintain an edge over others by offering a different selection of loss-leaders than the competing stores, so that you're drawn to shop in one place and hopefully purchase items that are a little bit pricier than the competition for the sake of convenience.