I saw this post yesterday and I didn't want to say anything and set a negative vibe. But I interviewed at Macy's a couple years ago and got the same treatment. They asked ridiculous questions ("what animal would you be..sell me this phone..." blah blah blah). I used to be an avid Macy's shopper, but the treatment I recieved at the interview has made me boycott the store altogether. I have never been "sold" anything at Macy's and have always had to hunt down ANY associate for help. The entire interview process was a joke. They told me the same thing they told you, even though the previous girl spent 30+ minutes in the interview and before he started my interview told the lady at the desk to "go ahead and start her paperwork..."
I'm sorry you had this experience! I know you spent a lot of time picking the perfect outfit and I'm sure you are well qualified for the position. Macy's just stinks, in my humble opinion.
*EDIT TO ADD: I know some questions like that are good, but the questions this guy asked had NOTHING to do with a job. No questions about working, my availability, nothing. I don't remember since it's been so long, but it was the worst interview I've ever had, and I'm a professional person that interviews well and have never been turned down or let go from a job.