C'mon man, citation needed.
I'm going to pre-buttal a bunch of "that's not actually the same claim" items here:
* If it's a couple notable incidents before the company gets a bloody nose in an expensive lawsuit and changes things, then that's not regular behavior.
* If the employee detains someone in accordance with local laws (e.g. the seldom-usable "citizen's arrest"), then it's not illegally acting like police.
* If the person is detained by actual police because the employee called them over, then that's not the private company doing the detention.
For example, down in Washington State, I'd paraphrase the law [0] as "store owners can't be sued back if they had good evidence and only stopped the person enough to record information." (Note, that's separate from "citizen's arrest", which comes more from common-law precedents than from explicit statue.)
Of course they actually do. Just be glad you're lucky enough not to have had to deal with that.