Was he told he was under arrest? Was he read his rights? Looks like no. It therefore does not meet the legal requirements of arrest - the requirements are very specific. As Tattoobradley said:

After a few minutes a cop shows up and asks for our IDs (the two of us and not the Nigerian girl.) We again demand to know what's going on and he says he will explain back at the mall that we HAVE TO come with him.
He asked the cop what was going on, and the officer did not respond that he was under arrest. He was thus under no obligation to follow him - he was not being legally detained.