The more worrying question is, "what could they have done?" Here's the scenario:
You confront the thief. One of two things happen:
1. Thief realises the errors of his ways, apologises and buggers off.
2. Thief pulls a gun/knife or gets otherwise aggressive with you. You are forced to defend yourself. Now it's a "strong survives" situation. You or the thief will get hurt. Doesn't really matter who, because you will be the one getting into trouble because you started it, and the thief didn't actually steal anything (the fact that you stopped him is irrelivant). And of course, there are no witnesses.
At least, that's how it played out the last time I heard of someone taking action.