Two things here.
1) The idea that I should be more careful, or potentially NOT done something to stop the situation because he COULD have pulled a gun is just fear. Fear keeps people from doing the right thing. If we let bad people get away with bad things, because we're afraid of them, then they win. Every time. It's why bad guys with guns get a foothold. Everyone becomes "afraid," to stand up. I'm not sure that's what your saying, but I wanted to clarify, that's not going to stop me from saying something. The situation might, but general fear? Nope.
2) I would say you're probably correct in MOST cities. Where I live, violent crime is pretty much non-existent, except with the occasional domestic problem. Many of my neighbors still don't even lock their doors (though lately, we're all having to lock our cars, because of robbers from neighboring cities come through and check for unlocked cars at 2am... been a rash of them lately).
Also, Idaho has one of the largest concealed carry populations in the USA (per capita), and now with the recent law passed allowing concealed carry in cities WITHOUT a permit (I'm not going into whether or not that's a stupid or grand idea) it's going to be even higher. Most kids around here know and are taught that 1 out of every 20 people in the State is likely to be packing (that's the rate of concealed permit holders to total population in Idaho)... with a higher percentage actually IN the cities (where it's required). A full half of my friends carry full time. I'd be willing to wager, thinking back of who was in the store, there were probably 2-3 guns in folks' back pants. And the likelihood that a tall normal looking beefy 15 year old in a hoodie was carrying one... here, in my town, 20 minutes after school got out?
Next to zero. This isn't Detroit. The large population of concealed carry is dang strong deterrent for petty criminals, in my opinion.
Say what you will about guns and permits and whatnot... all I know is that my city has an EXTREMELY low crime rate, with gun violence being pretty much non-existent. In fact, City was recently in the top 10 of Best Places to live in the USA. I suspect it also has one of the highest concealed permit populations in the state, too. I do NOT suggest that's "causation," but correlation is strong, for sure.
BUT... that being said, I've been in other situations where people looked "off" and "desperate" grabbing that beer (I was traveling through another state). I didn't confront the individual. I simply told the clerk as the person bolted from the store. There's brave, and then there's stupid. I doubt the person had a gun, but I'm pretty sure he'd have clawed his way through EVERYTHING to get that beer out of the store. Don't know what he was on, but it wasn't Mac and Cheese. He can have the beer. They had his photo. I reported it.
It's about situational awareness.
I'd also fully squared myself with the kid before I confronted him. I've NO doubt, I intimidated him, without threatening him. Had he done something stupid, I'd have been ALL over him.
Now... all that being said... a fat lot of good that might have done me with a bullet in my gut,
but he would NOT have gotten away with the bag of Cheetos.
Cheetos are like
gold, in my book. Got to be defended.
(ScubaDetector on left; me on right) 
