"Mall cops" usually aren't actual police officers - they're typically security guards limited to their duties to observe and report. This is so for a number of reasons. There will usually be a police presence at a mall, unarmed security guards require less training and quaification (in turn, allowing them to be paid less), and mall owners typically don't want the liability associated with having armed security present - a missed shot which hits a bystander would almost certainly result in a devastating lawsuit against the company which hired the armed security service.
i would think it depends on the rank
Mall Cops Mall of America - 2009 was released on: USA: 15 October 2009
Because the mall doesn't give them guns...
Mall Cops Mall of America - 2009 1-4 was released on: USA: 2010
Mall Cops Mall of America - 2009 1-5 was released on: USA: 2010
Mall Cops Mall of America - 2009 1-7 was released on: USA: 2010
Mall Cops Mall of America - 2009 1-8 was released on: USA: 2010
Mall Cops Mall of America - 2009 1-9 was released on: USA: 2010
Mall Cops Mall of America - 2009 Twilight was released on: USA: 3 June 2010
Mall Cops Mall of America - 2009 1-3 was released on: USA: 2010
Mall Cops Mall of America - 2009 1-6 was released on: USA: 2010
Mall Cops Mall of America - 2009 Vikings Fever was released on: USA: 27 May 2010