Years ago I entered Sears and exited the same way as you do at Penny's.
The danger with these large malls is walking across their parking lots. I have eliminated that problem, I just don't go there any more.
I’ve never had any problem - combination of living in a place where not much happens and shopping while the youths are at school. I haven’t been to the mall since I needed to get my son’s glasses replaced at Sears (our insurance company’s choice) after he lost a lens on a wilderness survival hike. I would have gone to Penney’s this week, but they didn’t have the skirt I wanted in my size, according to the website.