There are perfectly legal ways to deal with shoplifters, but I think the employer isn't so much afraid of the thief suing(secondary) as they are of the employee not knowing where the boundary of reasonable versus unreasonable force is. If the employee screws up in detaining the alleged shoplifter, gets over zealous or is a nut job, the employer is liable. Employers don't have a lot of control over what employees at local stores do and they probably do want to spend the time and money explaining the law in this area to them.
Still, I think it's kind of silly to not allow and pursuit.
On a completely unrelated note, if you guys could go ahead and forward me your Christmas lists so I can get a jump on those this year...