Nope. You should simply set the ringer to silent.
In your example, you're turning off your phone because it's a case of turning off something which makes noise and light at an event where you're not supposed to do distracting things. It's something you do for the benefit of those around you. So there's a reasonable reason to affect your behavior in this case. Also, in social situations like this it is made very obvious that you're expected to not do anything distracting, whatever that is. A bit of small text on a mall map that might not obviously say "we're tracking where you go via your phone signal while you're here" to a layman is not an equivalent cue by any measure.
In the case of needing to turn off your phone to not be tracked by a third party, you're being forced to change your behavior by a service provider who has no good reason (for you or those immediately affected by you) to force this behavioral change.