Target's thirty bucks worth of deodorant isn't worth me having to potentially put a bullet in a piece of crap who decides to cut me over that dumb stuff.
Some piece of crap tries to steal the thirty bucks from my pocket? We tussle.
Yeah, while it's satisfying to see a scumbag stopped from stealing something, by confronting him you're escalating the situation. You lay hands on him and he 'fears for his safety', you can end up with a knife in the gut, a screwdriver in the ear or 115 grains of lead in your spleen.
And the DA of the city will side with the shoplifter.
I agree that a society that permits people to just openly loot stores during daylight hours and for the public to have no recourse is a society that's in deep trouble, but there are very good reasons to not be "that have-a-go-hero" that the average joe would applaud.
At the very least, it can get you prosecuted for assault.