I would assume you can fight for unemployment, but it would have been far easier to have them term you. Retail is a game, every DM I worked for at my last company was fired (that's 7 in 7 years), and I worked for many very good people who were pushed out for little to no reason. Politics play a huge role, and often times, it's just who they like. They have people searching Monster and the like to recruit, so I would have asked what's wrong with seeing what was out there, especially since you may be moving. It probably would have ended the same, but those HR people are clueless, and an answer would have probably been pricelessly ignorant.