It can be embarrassing getting pulled aside and searched. It's one thing for the checkout person to look through your stuff; that's their job. But to have someone come up to you and ask to search you or your stuff? Um, no...
I was at a grocery store when I was a kid, waiting in line to buy something. A lady knocked a bunch of stuff off the hooks with her fat ass, and I picked them up and put them back on the hooks. I was rewarded by having to empty my pockets in the front of the store, in front of all the other customers. It was embarrassing.
So I call bullshit on letting someone randomly search you to prevent potential shoplifting. They'd better have a) seen me with their own eyes pocket something, b) kept their eye on me the whole time thereafter to make sure I didn't ditch whatever I pocketed, and c) watch me attempt to walk out the store with it still pocketed. You pull me aside and I'm clean? Lawsuit.
And those three things I listed shouldn't come as a surprise to anyone working retail. They're the first things I was taught at my first retail job back in my college days.