Yes an employee is supposed to challenge. Challenge, however, means to question the suspicious person, and if it can't be resolved to notify LEOs. It is NOT an employees job or responsibility to detain anyone, with the exception of flight crew in flight. Anything else gets into a legal risk area. A citizen can detain anyone for criminal puropses, but they assume the risks involved, including a lawsuit for false imprisonment (if warranted). That said, kudos to those involved.
For what it's worth, this isn't the first time in PHX either. I think 7 or 8 years ago the same thing happened. Guy jump out of one of the aft doors and took off running. An AWA ramper tagged him and detained him. I'm not aware of any lawsuit. And, at least in LAS, there have been lots of former LEOs working on the ramp, including some current LEOs.