Neither stores nor the guard want to escalate a situation to a violent situation. The stores don't want bad press or liability for collateral damage. The security guard isn't trying to put their body on the line for some merchandise. Yeah, maybe you have a cowboy looking for trouble, but based on my experience talking/working with some guards, I'd be surprised if they are instructed to get physically involved.
"Violence is okay to perpetrate, but not to respond with."
That's a value judgement. Here's my value judgement: Violence is not OK to perpetrate and a response of any magnitude to stop that violence is acceptable, up to and including killing the assailant.
Glad I live in a state within the US that supports this value, as well as providing people the means to do what they need to do if they find themselves victimized.
I don't think you'd feel at home here.
Or is it not “real” violence if it’s justified? In which case, pretty much all violent people will tell you they are justified.
Which means it reduces to “it’s ok for me to be violent because I’m righteous, unlike those thugs”