They will in the future, though.
In most science fiction dystopia movies, this would be a set-up for a story about a totalitarian government controlling its populace with jackbooted thugs. But in our world, the real world, it's a set-up for the mall trying to sell you more stuff.
I'm honestly not sure whether to laugh or cry.
Recently a company called Forest City announced plans to track their customers using the cell phones in their pockets. The mall wants to track your location and movements, so that they know how best to make you buy things. After all, you can't control what you can't see and predict, and being able to pinpoint everyone's location gives the mall an incredible amount of data to crunch.
Forest City owns two shopping malls, the Promenade Temecula in Temecula, CA and Short Pump Town Center in Richmond, VA. Forest City contracted with a company called Path Intelligence to install the monitoring system and manage the data. And when the news hit the world, Forest City had the gall to act surprised that people might not want them to do this.
Democratic Senator Charles Schumer lead the push against Forest City. When he heard about the tracking plans, he contacted Forest City and held a press conference to air his concerns. He has also alerted the FTC, asking if this level of monitoring technology is (or should be) legal in the United States. Schumer insists that "Personal cell phones are just that - personal."
(If you love your privacy, hug a Schumer today!)
Forest City and Path Intelligence have canceled their current plans to monitor shoppers in the month of December. However, they are only putting their plans on temporary hold, and will be moving forward with this surveillance in the future.
Note: some cell phone models keep giving out this signal when the phone has been turned off. Law enforcement can also eavesdrop on you even when your phone is off, using your phone's built-in microphone. If you want true security and anonymity, I recommend removing the battery as well.