The closed stores tend to be old, which means their original power requirements were based on what today would be grossly inefficient, and they are in locations with high levels of utility infrastructure and declining demand due to both the closure of other buildings and the increasing efficiency of those that remain.
Retail is actually fairly intensive from a power perspective, lighting levels are high to show off goods. The capacity of cooling systems is also high compared to office uses because the design case is a mob of shoppers [edit: think August afternoon during the tax free back to school weekend]. Unlike lighting, people generate a lot of latent heat, and unlike office workers they are moving. Also unlike office workers, feeling a little hot means they will take their business elsewhere.
Now, that's not to say that the infrastructure of a retail space is going to compare to a heavy industrial use, such as a steel mill or juice plant. But those aren't what Sears owns. And in any event, industrial sites don't offer the opportunity for redevelopment of the parking lot with smaller boxes as a means of diversifying the underlying asset. The sites aren't bad, the way in which they are developed is.