It doesn't seem right to me that someone can be detained by a store. That seems like something that should only be handled by the police. It seems like Macy's being able to detain people could lead to abuses, profiling of certain types of people and things of that nature.
Macy's is a business, and has a bottom line. They must be able to protect themselves from people trying to shoplift, and visual deterrents such as security scanning portals by the door and CCTV cameras are not always enough. Jurisdictions have historically ruled a business has merchant's right to conduct citizen's arrests if they believe a person committed or tried to commit theft. Macy's is entitled to protect themselves against this kind of a crime.
With limits, Macy's should be able to detain and investigate any loss of property on their premises. This should be well-monitored and structured so as not to infringe on a person's civil rights, but Macy's has the right to protect themselves from theft and loss. This protocol should be codified and enforced by an outside agency so as to eliminate any bias.
Shoplifting is a serious problem in the world today. Because of this different stores treat shoplifters in different ways. Although Macy's took it too far in this one case shoplifting is the cause and Macy's isn't too blame. Things like this will always happen if there isn't a permanent stop to shoplifting.