It's crappy that they got fired, but it is VERY common for retailers to ban employees from playing store cop. If you're wrong, or handle it the wrong way, it may screw up the chances of convicting a shoplifter, or even worse, lead to the store being sued for harassment.
And there is a very real chance of being harmed. I can recall a story of an employee at Borders being maced when she had the misfortune to be near a shoplifter as he was leaving the store (I worked for Borders at the time, and this was peak DVD box set years, there was a shoplifting ring that would hit all the stores in the area and then ebay/craigslist the box sets).
In general, it can be really hard to prove shoplifting without absolute proof, which is why low-level employees aren't supposed to run around accusing people.
