If the guard shot them outside the store, while they were in a moving car leaving the scene as the evidence suggests, then certainly there will be charges against the guard. Once the criminals are out the crime scene and running, it becomes a police matter. No private individual is to chase and shoot them.
Try telling that to a body guard. Plus, different states have different laws. Security guards can give chase, whether they can shoot or not, is grey.
There's conflicting stories so we don't know for sure what happened, aside from the basic details that check out with multiple sources.