I was focusing on the fact that the store was a Macy's. It could just as soon have been a Wal-Mart for all it had to do with the integrity of the story. My jape -- "Macy's? I don't get it" -- was an attempted portrayal of a clueless hearer, distracted by a non-essential point. Maybe you don't know as many humorless people as I do. I find them funny as hell.
As I said, it was experimental.