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Over here, in the US, using the "US shopkeeper has a shotgun" scenario, the guy would be on the floor before he thought about trying to leave. The second he tried some shit, he'd have been blasted out of his boots.

If the reaction isn't that fast, the "trying to escape" doesn't really matter, because here in the US we don't do the "lock the thief inside" doors/walls/etc. thing. So, either they get a shotgun blast to the chest, or they successfully leave the store. Someone shot trying to leave is far less common, since they're not trapped in with you, and don't create the odd situation you have over there with "holding" a person inside, making it impossible to leave.

Either way, shooting a person in the back as they try to leave the scene is at least manslaughter, unless there are really compelling extenuating circustances.

And "detaining until the cops show up in (hopefully) a few minutes" is totally different from the principle of "detaining indefinitely", which someone objected to. I don't know about merry old England, as you put it, but here in the states you are usually allowed to safely hold a person until the police show up (sometimes called "citizen's arrest", and sometimes only allowed in cases of felony crimes)- but you're not guaranteed immunity. If the perp walks on the charge, you can be sued for all kinds of things relating to "holding against their will". Note that "felony crimes" can include robbery if over a certain dollar amount or, in some states, if the crime of burglary is committed using a deadly weapon (gun).

In some cases, depending on the offense, you can still lose a civil suit of holding someone against their will, even if they were guilty of the crime you were holding them for. It's up to the judge (and/or jury) to decide whether your actions taken were appropriate. It's a check and balance specifically because we DON'T want vigilante justice, where anyone can hold anyone for any reason just because they "did something wrong". That's up to the law enforcement officers.

Anecdote about that point:

A few years back, in my area here, there was an incident which paints this picture perfectly. Guy 1 flips out on Guy 2, starts hitting him, Guy 2 hits the ground after only a few hits, obviously just knocked out from the force (not like he's dead). They were both drunk. There is a small crowd and Guy 1 goes to leave, fearing arrest or whatever. Random Guy 3 intervenes and- without actually touching Guy 1 other than using his arms to block his path- sort of "holds" him to a certain area, not letting him leave. After a minute, Other Random Guy 4 walks over, and physically restrains Guy 1.

When all was said and done, Guy 3 had no problems because he held Guy 1 appropriately. Despite Guy 1, the attacker, having been convicted of simple battery- he pressed charges on Guy 4, the one who physically held him, and won. Most times, it's all in how much force is needed to quell a situation safely and how much you end up using. He didn't need to bear-hug the guy to a wall.