It's a regional difference. In Australia, a shopping mall is not a building but a closed street, which has shops and restaurants and is only accessible for pedestrians. "Shopping street" sounds strange to me as well. For the building with shops (US: mall), we'd just say "shopping centre".

A shopping mall is a huge building that contains many different stores, hundreds in some cases, with multiple floors. And it's entirely enclosed. So you can walk from store to store within the mall. If it's raining you won't get wet. A shopping street? I have never heard this expression before, but I assume that it is a street in a business district of a city that contains many stores, which are in different buildings. You walk from store to store along the street. So if it's raining, you will get wet.

A shopping mall is a huge building that contains many different stores, hundreds in some cases, with multiple floors. And it's entirely enclosed. So you can walk from store to store within the mall. If it's raining you won't get wet. A shopping street? I have never heard this expression before, but I assume that it is a street in a business district of a city that contains many stores, which are in different buildings. You walk from store to store along the street. So if it's raining, you will get wet.