It’s a Safety and liability thing. Your average retail employee has zero training in dealing with shoplifters past telling them not to confront them. If something goes wrong during a confrontation, that opens up the company to a liability suit. Also the employee could do something like illegally detain the thief, also opening the company up to suit.

It's actually a really good plan if you think about it. Dress like a crack head. Go to a target in a not so good area and wear a big coat. Stuff a few expensive items in your pockets in a pretty obvious area. Walk through an aisle with no camera coverage, as you're walking quickly ditch the items behind some other merchandise. Then walk out. If/When you notice LP following you take off running and have someone outside randomly filming.