Should I try to chase a thief at work?

I am a cart pusher at a hardware store. I was pushing some lumber carts towards the exit doors when I witnessed the start of a chase. I witnessed a 20-something year old woman on her way out of the exit when a man whom I've never seen approach her, that's when she began to run. At first I didn't think it was serious but when the man ran past me he said something along the lines of "get her" then I realized he must be security. I didn't know how to react, so, I just watched as he tried to apprehend her. I saw him get close but then I saw the thief drive off in her car. After the police showed up the security guard asked me why I didn't help. I feel guilty because I feel like I could have been the hero in the situation, but I also feel like it's not my place to chase after her since I'm just a part time carryout doing a summer job for some extra cash. Im just torn about the situation and don't know what to make of it, I have a tendency to freeze in situations of conflict, but I also would like to speak to the manager who was in at the time and talk with the security guard about it. Thanks for any analysis of the situation!