Nah, it's because many folks pronounce the name of the store "Tarzhay"
If there's a lamer, more stupid piece of linguistic jokedom alive than "Tar-zhay," I can't think of it. Move ON, people! Think up something original!
I shall now excoriate those who call J.C. Penney "Jacques Pennay." Stoopid, stoopid, stoopid.