There might be consequences for an unlawful detention or arrest if you nab someone to search their bag or person without cause, but you are not an agent of the state nor are you able to even seek a search warrant.
Laws vary by state in this area. To make a blanket statement that LP or other retail folks are "agents of the state" when they affect a detention or an arrest is simply NOT TRUE. Nor must they seek a search warrant to conduct a search since they are legally unable to do so.
Here is a good discussion of how these laws apply in my state of CA:
http://le.alcoda.org/publications/fi...CESEARCHES.pdf

