Why did the store close early today?

You could be right about 'rough area'

I've been to other Macy's and I have noticed that this one in particular closes earlier than the others and they have a gate like the ones you find in rough areas maybe that's why but I wondered that myself

For some reason it closes early, at 8 PM on Tues and Wed. Its timings are: Mon: 10AM-9PM, Tues-Wed 10AM-8 PM, Thurs-Sat: 10AM-10PM and Sun: 11AM-7PM

I think it is the area