You got a full-size heli into the mall or do you mean the little gyro-copter?
I would imagine there is a mall, as there almost certainly must be a few stores that simply do not make sense as having their own buildings, I just hope it is marked more clearly on the map. Discovering the mall in the second one blew my mind as I was certain the stores would have minimap icons on the surface map even if they were underground.
I hope theres a huge mall to explore in Steelport! In fact I hope there's tons of buildings to explore in Steelport. I was fairly satisfied with the buildings we had in SR2 and I hope SR3 will have just as much, if not more buildings with explorable interiors.