Losing a little merchandise is no big deal, especially if you can identify the person to police in a report later.
Attempting to detain a person is dangerous all around. The risk of escalation and injury to the parties involved is high, and a simple shoplifting can turn into something much worse (as happened here). You never know what drugs a shoplifter might be on, or what weapons they might have.
I'm sympathetic to the person being robbed, and this is no defense of the actions of the robber in any way, but it's always the smarter play to let the cops deal with it.