Oh yeah, I agree with this point. Every security guard in every store (in the UK, I don't know about how things are done elsewhere) should have powers of arrest. I remember working security in stores in Edinburgh and knowing that I only had whatever pretend authority I could muster to detain a shoplifter, knowing that if I laid a finger on him I could end up in the cells (for even lomger if he was a she and claimed sexual assault). But the best we could do was ask them to accompany us to the back of the store to wait for police, which was very difficult when they tended to dive into the shelves and claimed I'd thumped them!
To be honest I'd rather not have big untrained guys being allowed to jump me if they thought I'd stolen something. I like not being crippled by over-enthusiastic and bored guys whenever I walk into a chain store.