For your protection and also that of the security person.
To make sure you don't harm yourself or others until the Police come and can sort things out.
If you shoplift ... you really can't expect to be treated any differently ... Bad idea on your part.
Because it's their job, I suppose
Um I guess to hold you until the cops get there
They have to be allowed to do so, if the think you are doing something illegal, and they wish to detain you. . If they don't, the way things are today, they could end up dead or worse, if they do not take all precautions.