How come people cant shoot videos in retail stores?

Answer 1

It is a complicated security issue. But to simplify...they don't want anyone breaking in...and where their security cameras are..or anything else.

Answer 2

The interiors of private buildings are subject to the permission of the legal owners thereof as to photography and in many cases the entry of certain persons.

You may include buildings in your videos if you shoot them from their exteriors.

If your purpose is reasonable, the store owners might agree to let you do restrictive camera work in their interiors but first get permission in writing as failure to do so might constitute trespassing.