They actually did film in a Costco, on a working schedule between the hours of 9:00 pm and 9:00 am. Since they were there for such long hours, members of the crew were trying clothes on and looking through the other products so Costco kept a cash register open all night long so that anyone could purchase things.
When they turn on the lights in the dark Costco, it instantly becomes brightly lit. In reality, HID lamps are very dim when first switched on and require several minutes to warm up and reach full brightness.