I don't live in the US (I live in Canada), but I'll share my experience anyway. I used to work as a security agent in a big home improvement store (similar to Home Depot) in Montreal. My job consisted mostly in watching screens in a dark room. It was very boring and I never caught anybody and ended up sent to work in another department.
The main advice I received was to pick someone randomly at the entrance and then follow their hands throughout their entire shopping experience (it could last for hours). I was told that I should consider everyone as a thief and my job was to catch them red handed. Now, the deal is that you couldn't arrest someone if you didn't have a recording of their hands for their entire visit in the store and you could only catch them once they had passed the cashier.
My supervisor told me informally, during my training, that from her experience, it was a waste of time to follow visible minorities because in the many years she worked there, she hardly ever caught them stealing. Her theory was that they always felt like they were being watched so they didn't even try.
White, well dressed, women on the other hand, were very good prey she said. She met her quotas by catching tens of white women per week. Her theory this time was that white women felt entitled and that nobody would suspect them. They were wrong apparently.
I was also told that it was useless to physically follow someone in the store. Of course, the camera system allowed us to zoom enough to read messages on people's phones, so there was no need for it.
I'm not sure it answers your question, but I hope it gives you another perspective on the matter. I'm guessing US stores are no different in this respect.