I understand retention for LEOs or others who open carry. LEOs, in particular, are far more likely to enter dangersous situations and encounter resistance from people seeking to escalate. Its easy to see that someone seeking to commit a crime might go out of their way to disarm a uniformed policeman with a gun on his hip. Thumbstraps, Serpa, or other measures make perfect sense here.
On the other hand, the typical CCW holder will have his gun concealed, move AWAY from trouble, and isn't nearly so likely to be the target of someone seeking a gun. If a CCW holder does everything right, no one will ever know he has a gun until it is drawn and aimed - well past the point where a thumb snap would have made a difference.
My primary concerns with my concealed weapon are:
1) Is it safe? Will its holster prevent it from going bang until I want it to?
2) Can I present it fast enough to do me any good?
3) Is it well concealed?
For my money, a retention strap or mechanism won't help with 1 or 3, and will interfere with 2.