Also Canadian here. They can in fact arrest you, but then so can anyone. The key here is that they witnessed you commit an indictable offence under the criminal code. They did so by watching you not only select the item, but continued to watch you conceal it and walk past all possible points of payment, all without having any interruption of eye contact on you (or video). All they are doing is a citizens arrest, anyone else in the store can do the same thing to a thief. Most citizens don’t give a shit, and corporate HQ doesn’t want to deal with unlawful arrest lawsuits from their PO making mistakes so most places have a no chase or fight policy, any resistance they back off, or should. You are stealing from your common man though and not some huge corporation because at the end of the day we all pay higher prices due to it. Not worth the criminal record either if don’t have one.