Why don't sales associates chase after thieves? Safety. Plain and simple. If a person is brass enough to steal, then what makes anyone think they may not be brass enough to physically hurt someone that tries to stop them from their crime?
actually i am pretty sure that's what the security team is for. the SAs don't chase after people who steal purses themselves because that is not part of their job description. malls and department stores have surveillance cameras and security guards on duty and they are usually very successful in catching people who commit grand theft.