I turned a camera on in a mall once with a buddy and a mall-cop saw us and immediately told us to stop.
It's interesting to note that in many cased the window displays of stores
are protected. They don't want their specific use of window space copied.
Not always, but I know that this is one reason why filming inside a mall
is often stopped. And there is the "image" issue - people enter a mall with
an written sense that their image will not be used in a movie - commercial
or otherwise. The mall itself can be sued if (as an example) a parent sees
their child in the background of a short film. Not likely, right? And the
mall may win with no damages paid - but it's still a liability they take on.
And in most states if you were to sneak into a mall, shoot some video and
slip and fall the mall would face harsher finds and insurance rates for allowing
"commercial" videography without getting the proper releases signed. It's
crazy stupid, but it's something mall owners deal with. And... if someone
was to get hurt because they were distracted watch you filming, they can
sue. Also crazy stupid and very, very unlikely.
But I am an advocate for keeping all shoots as professional as possible and
treating others (including property owners) with respect. And I have found
when I do I am often granted permission and access.