Well, this is the first article with a rational explanation about how the peahen happened into the store and why they just released it:
Peacocks are common to Arcadia, about 13 miles northeast of downtown Los Angeles at the base of the San Gabriel Mountains. They were introduced after the city's founder imported them from India in the early 1900s. Though some residents view the colorful birds as a nuisance, they are a protected animal in the area and harming them can carry fines and jail time.
Peacocks are not native to California.
And people complain about San Francisco oddness....
The LA Arboretum in Arcadia is nearly overrun with peacocks. Also, the town uses the peacock as a logo on everything. (I live in the town right next to Arcadia.)