That's an illicit business - so now that you know about it, you can rob the store with zero repercussions. When you highlight the owner, now you'll have the pull out weapon prompt and you can have the scene play out without anyone on the outside knowing about it. This has happened for all the illicit businesses I robbed EXCEPT for the one in Valentine which gets the law on you pretty much instantly. Normally you get a tip from someone you save but then you also have to go and do something like try to get access to the backroom, etc - and THEN you'll have an extra option when robbing. In regards to this;