Funny they did the same thing in the mall of my home town. I guess HH Gregg does not want people walking through their store to access the mall. It's really strange.
You think you'd want the extra foot traffic to use as an opportunity to lure in customers with endcaps and displays.
Then again, my experience has always been that HHGregg left me annoyed. They're priced too high, their employees are directed to be as annoying as possible (ie., Circuit City x 10 annoying), and their selection was always dismal for whatever I was looking to buy.
So maybe the mall made them quarantine themselves off from the rest of the mall to protect innocents who might not know what they were getting into until they were already annoyed, frustrated, angry, or depressed by venturing into their store.