Really confused on this???

So today, while I’m shopping at Target with my family, a young gentlemen was not scanning his things at self check out. Once he was about to leave security stopped them, asked to see his receipt which she could not provide. Obviously they took away the things he did not pay for, and he grabbed the things that he paid for and left. Nothing else happened. After that. My question is, it’s supposed to arrest the person. Shouldn’t they hold them down until the police get there anyways, they just took the stuff that he was trying to steal and never felt back or anything. Police wasn’t called. Is this normal?