If it turns out the person wasn't shoplifting, the LP guys can go to jail for it, and they and the store can be sued into the ground. That's why they are so careful to make sure that the person was shoplifting before getting rowdy with them.
I know. Their "probable cause" typically consists of watching someone pocket/stash an item and then walk out (or at least try to) the door. From what I recall, they will keep eyes on the thief the whole time, and won't try to detain them if they lost sight of them, even for a second, for this specific reason.