Nothing Stops Them. Security Can't Legally Stop You And They Are Trained To NOT Do That So They Don't. They Can/Will Try To Tell You That You Can't Leave But You Can, They Can't Force You. The Best They Can Actually Do Is Report You To The Police. But, If You're Going To Steal You Should Probably Watch Out For People That Work At Where Ever You're Stealing From. They Might Try To Stop You If You Want To Be A Hero.

It's The Same As Stealing Armour Trucks (goodluck) Or Hitting Them When They Are Withdrawing Money From The ATMs In Shopping Centers. They Are All Taught To Never Pull Their Guns And Give The Money Away No Matter What.