But again, people use this even when I have no reason to know which store they went to.
I’m not necessarily saying they should stop doing this, but it’s clearly not the usual kind of definiteness implied but the use of “the”.
A prescriptivist pedant might insist that this is incorrect, and they should instead say "I need to go to a store", but in my judgment as a native speaker, the version with "the" is more idiomatic, and the version with "a" sounds stilted.