Not exactly - not in my experience anyway.
Stores keep surveillance going and do other security measures trying to ID shoplifters BEFORE they leave their stores. That’s usually where they are “detained”, in the store. However they aren’t physically accosted if they insist on getting away. If they get away out into a mall it’s much more difficult to “detain” them. It shows they are determined to escape, and you’re right they aren’t physically stopped.
They ARE followed to the extent possible and police are alerted which way they fled.
But the goal is to approach them before they leave the store and announce that you know they have unpaid for merchandise on them, and that you have called the police and the police are on their way. That if they leave after you tell them, and they are eventually caught they will be charged not only with shoplifting but with evading the police.
So, hopefully, they wait quietly for the cops to arrive and process the crime because “the jig is up”.
I’ve had friends in retail who had a different experiences. For example, I had a friend who worked at Home Depot, and was furious at the rampant shoplifting that was condoned, and that employees would be punished for stopping it in any way. He said building contractors would load up on stuff and walk out with it, and the managers said it was company policy to allow it. One of his coworkers was fired for asking one of them to go to a cashier.