I was arrested on a shoplifting charge and have a warrant another state why didn't they arrest me.

Let me get on my magic phone and ask the store and the police and the DAs office.
You say you were arrested, and then ask why weren't you arrested. Which is it?
If they saw your ID and took all your info, they will look it up and proceed from there. What happens after that usually depends on the store, but if the police put you in their computers and see the warrant, I suspect that you will be brought in.

Arrested doesn't require handcuffing you and hauling you in. You will probably be issued a summons in the mail which is the actual " arrest.".