I'm by no means some sort of English language, blackboard chalk-writing, lesson learning motherfucker, so I can only say what I think sounds right.
English, especially when you get into the deeply regional aspects of it, doesn't make any sense. Pitt Street Mall bats no eyelids for me, but Pitt Street Shopping Centre would.
However calling a shopping centre "a mall" sounds wrong to me, severely wrong. Yet to /u/steveurkelsextape, the opposite is true.
English is super hard and it's nuances are hard to grasp. I never really though about it until I was with my missus, a non-native English speaker. She'll come out with shit like, why is it called a toothbrush when it brushes all your teeth, why isn't it called a teethbrush? Or, why is it called a building when it is finished, why isn't it called a built? And when she asks these questions, I have nothing to say but "there is no rule, but I just know that it sounds wrong" and in this case, calling it the fuckin' "mall" when we're in Australia, is utterly and entirely wrong.