FWIW, no one should feel the need to put their safety on the line for the benefit of their corporate overlords, for a number of reasons.
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The obvious point of you potentially getting hurt. The company doesn't want that because they could get sued. So they tell you not to intervene to cover their ass.
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The chance of the other person getting hurt. The company doesn't want that because they could get sued. And they'll blame it on you because you were told not to intervene.
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The possibility that you are simply wrong. You think you saw someone shoplift, but what if they didn't? You just assaulted a random person.
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Basic fucking human decency. If someone is stealing food of all things, why would you feel the need to intervene? It's not your loss, it's the company's. If the company wants to do something about it, they can figure that part out themselves.