I doubt that My Pillow® has anything to do with it. There is a store near where I live, and my wife (and I sometimes) often shopped there. It used to be so crammed with merchandise and customers you could scarcely maneuver in the store. Last time we were there nothing was crowded. Merchandise levels and selection were very poor, and there were not many customers to be seen. I think the problems are related to the COVID policies and Bidenomics that their woke officers supported.
I suspect Amazon has played a part also.