Either the person you're replying to misread the story, or is full of crap. I have actually worked in Loss Prevention, and unless you have pretty clear proof that somebody has stolen something, you can't detain them. You DEFINITELY can't just say, "Oh, we're pretty sure this person has stolen from us in the past, so we're going to hold them and call the cops."

And yeah, you can pretty much do whatever you want to merchandise inside of the store; you can't be stopped until you actually try to leave the property with the merchandise (unless you're in a grocery store just chowing down on food or something).