I'm fairly certain that's the case in most of the US. I know when I worked retail (over a decade ago) we were specifically instructed that if someone didn't stop to do nothing. The worst case was to follow them and get a license plate number.

Same in France. They can stop you awaiting for the police but that's all.

I told my children to say "I do not agree for you to touch me, please call the police and my parents immediately, or let me go"

In the US, they can ask, but they can’t stop you from walking out the door if you say no.

They can't search your bags in England.

They can perform a citizen's arrest, but to avoid unlawful arrest it means you have to have committed the offence - strong and reasonable suspicion isn't enough.

I'm pretty sure they can ask to search your bag, and revoke your membership if you refuse, so I guess you can get away with that once.