In my experience, most cops don't have a problem responding to retail theft calls, within reason. I work in multiple stores covering various different cities, and there are only a couple cases I've seen where the cops honestly seemed annoyed to be dealing with us, and both times it was older cops who were probably just trying to slog through to retirement and didn't want to have to actually deal with arrests. Most of the cops I deal with love us because a lot of the people we apprehend have warrants, previous criminal histories, drugs, etc. I'm from an area that has a huuuuuuuge problem with heroin (I've been threatened with needles on two separate occasions) and a lot of the local PD's are really into the "broken windows" policing, arresting small offenses to reduce larger ones.
From talking to the cops I deal with, they love us because when we call them, it's always for something that actually warrants police attention, like shoplifters. We don't call the cops for other things, like panhandlers, disorderly people, or homeless loiterers. We have uniformed security in our more troublesome stores, and our managers are competent and move 99% of the troublemakers along without having to call the cops. Apparently Wal Mart likes to call the police and have them remove the loiterers/homeless/drunks rather than simply having a manger go over and tell them to leave, and this is what annoys the cops. 99% of the people our managers have to eject just grab their shit and roll out because they don't want any more trouble. Then again, we're a more upmarket grocery store and we generally don't get the same clientele that the Walmarts in our area get, so we don't have as many problems.
One of the Walmarts in my area must be a test store for their new AP operations though, because it's a virtual fortress when you walk in, and it's actually pretty impressive. They have at least one uniformed contract security guard at every door, an off duty police officer, plus four or five of their new "customer hosts" (basically Walmart employees wearing yellow vests tasked with security roles) wandering the front end, and (from what I hear) between two and six undercover APA's working at a time. Its crazy to see, and I wonder how well it actually works for deterrence.