I just google street view "walked" her entire route from McGrady's to the Mall. It is NASTY and very pedestrian unfriendly. The scale of the streets is big and there's not a lot of human non-car activity during the day, even, so I imagine she passed very few people on foot during her walk. The underpass would have caused me a near-meltdown at night if I were alone, so the running makes sense. The businesses along the route were mostly not retail and I imagine not opened at that time of night, which would have added to the spookiness. I also kept getting confused because streets shoot off in different directions, even though I had the map of where I was in the corner of the screen. I can see being spooked after ten or so minutes of walking that awful route at night. The mall must have seemed very inviting after that pedestrian-unfriendly strip mall route. I can't think of many places I'd less like to walk, even during the day.
This video from McGrady's you posted (https://www.youtube.com/watch?v=Dy43pVr2Ixw) look at the time stamp. It shows 00:55:14 as HG crosses the street leaving. I think this means 12:55 but it is said she was at McGrady's at 12:45. The time could have been set wrong but I think the police could be making a little mistake somewhere in there timeline. I think there could be some discrepancies and this is making the police think things like that HG thought she was on Main St. when she was really on Preston Ave. which makes no sense at all since there are street signs all around her and she was definitely looking at them.