Just a couple things here, I am very familiar with this area, I've worked in this area for over 10 years and travel via 191st and Harlem for the last 5 years at least, passing this site every day:
1) There is no way he could have parked on the south ramp that leads out to Harlem Avenue. Way too much traffic, even in the mornings. Also, fairly certain there was snow on the ground, so his prints would have been visible, since there was grass between the ramp and where the mall was located.
2) I agree he would have had to exit the parking lot via Market Drive. After that though, it gets tricky to say if he traveled west down 191st or east towards Harlem. Either route would have been risky for him to take. 191st to La Grange is a 3 mile drive with multiple stop lights and is obviously a busy street, he would have risked being seen by responding officers or random drivers in general, as it is a busy street. There are a few businesses on that street, including the Tinley Park Fire Station (which I assume was there at that time, but I could be wrong) and a couple mini-malls, so he also might have risked being caught on camera.
If he traveled east towards Harlem and the 80 on-ramp, he would have risked driving past the crime scene and responding officers on Harlem (one of which said he was traveling south on Harlem, fuzzy on the details but I believe it was the second responding officer, with the first responding officer being the one that was already in the parking lot).
3) Just my opinion on this case: I feel like the murderer had to have known the area. This wasn't random -- the location of the store essentially proves this. Back then, the mall was even sparser, and this Lane Bryant (TJ Maxx now) sat spack dab in the middle and rear of the parking lot. Yes, it is close to I-80, but the location of this particular store isn't convenient. It was chosen for a reason and the perp knew it was there; and how to get there.
Second, this is pure speculation, but I've always thought that the perp may have worked as a delivery or Fed-Ex driver in the past. Perhaps this was why he was familiar with the area in general.