I apologize that you were made to feel uncomfortable....I don't think it was intentional. That is obviously not what we strived for. We tried to let people shop and assist them when necessary . They were just keeping an eye out on things and trying to make themselves accessible to the customer at the same time which is part of their job.
Shoplifters RARELY look shifty. We have rolled back video cameras and watched normal looking people who you would never ever in a million years think would do such a thing...blatantly steal. One time there were two very nicely dressed couples that came in together during the dinner hour. They looked like they could be your next door neighbors. They were extremely friendly. The man with them stole a creamer from a serving set. After they left we noticed it was missing. We looked back at our footage and there he was putting it in his sportscoat. We have had people of every age, color, and walk of life shoplift at one point or the other. MOST of them you would help out on the steet if they asked you in the middle of the night...they look normal and they usually act normal too. Like the old saying..."appearances can be deceiving".
You can call the police, file a report and give them video footage, etc. They can't really do anything in the aftermath. I can't recall a single incident where anyone we caught shoplifting was ever caught afterwards and prosecuted. If they were then we weren't notified. Law enforcement is too busy to take the time to track down petty thiefs (understandably so).
You can't do much about shoplifting other than to try to prevent is BEFORE it happens (unless you are a big corporate store with paid security who has the authority to detain people). If an employee makes a mistake you will get sued (not to mention that it is unsafe for an employee to confront someone). Yes, you can call the police when they are still in your store if you see it happen. The chances are probable that the person will be gone by the time they get there.
Our manager worked for several stores at the mall for years before he came to work for us. They are told never to confront anyone. But they are taught to "overservice" them as a security measure. Ever noticed how many people in a mall store will ask if you need help, need a dressing room, or if you are doing ok...repeatedly. If not...go out there to Express or Victoria's Secret and check it out.