Robbery completed and robber on the way out of the store? Dial 911, observe from a safe distance, and report as much as possible. Direct involvement? No. I carry a gun to protect myself and my wife. I am not law enforcement and I am most definitely not paid (anymore) to risk my life.
I will say that this federal agent most probably thought that he was doing the right thing and I won't second-guess that. Sad that he lost his life doing what he thought was right.