Power
The power is in the uniform, the badge, and the matching attitude. Mall cops are the most reliable defense a mall has in dealing with theft and personal crimes. They have the power to make would-be criminals nervous, just by staring at the video screens all day and looking menacing.
As the saying goes, with great power comes great responsibility—and with the mall's reputation on the line it's a big responsibility indeed. Mall security officials are going to need to exercise control over angry or disorderly customers, mediate arguments, apprehend suspected shoplifters, and do it all while maintaining the gentleness of a kitten.
Remember, you're not a police officer. You may have a lot of authority vested in you by the mall, but the state might think you're a little too big for your britches. This means you can't overstep the bounds of civility.
It may look cool on Cops or Law & Order when a police officer uses force on an unruly criminal, but you try that and you might find yourself in the unemployment line, lacking even the power to buy the now-full-price mall food.