Every job I've ever had the closest you can get to "confronting someone" is you're supposed to do something like approach them normally and say "did you need help finding anything?" or to that effect, basically just let them know you're there and you see them. But honestly I don't even do that. Most of the time I don't even report it to a manager. They don't pay me enough, whatever we sell isn't worth enough, and the company factors it into shrink anyway.

The only time I actually cared was when I was working the liquor counter at a grocery and kids from the high school across the street would come in through the dedicated side entrance, grab stuff, and bolt back out the same door. And the only reason I cared about that was I didn't want to be the one caught holding the bag if the state happened to be visiting that day or if they came and pulled our tapes. Those ones I would report so that it was logged that I was following procedure and wouldn't get in trouble.