I would inform security or the store manager. I wouldn’t do anything myself, because you never know what kind of mental state a person is in and how dangerous it may be.
Thank you Hillary for answer. Have a lovely day
Hillary, I don’t understand why reporting this to the security services would be risky? You do it quite discreetly, without exposing yourself…
Yes Nina I agree. If you are to report, you do not have to show the person that you have seen them stealing and report discreetly. That way, you wont put yourself in any danger.

I think security should be aware of this. You may be taking a lot of risk on your side, Nina.