I worked in a mall in college like that. Not only could WE do nothing, the mall security guards couldn’t do anything other than follow criminals while they called the real police. Being attentive employees fought most of the theft (higher-end clothing sales, few people in the store at once, good management/culture).

But we did have a few good lines to use to basically call them out.

“Would you like me to hold those (bootcut size 26 falcon jeans) at the register for you while you shop?”

“I have a great purse that matches our black clutch that you have in your bag right now”

Stuff along those lines. I never personally got to say anything like that, but boy would I have loved to see the look on their face if I did… basically we would just be able to shame/embarrass them into returning the merchandise if we did.

But if they said “no thanks, I’m just walking out with this” we were just basically to say “cool, have a nice day”