"Black Friday" got it's name because it started the season when merchants could finally operate "in the black" - that is, it takes the Christmas shopping season for them to show a yearly profit. Otherwise, they operate "in the red", or at a loss, and face going out of business.
This is also why you may see more "pop-up" stores that operate only from Black Friday to New Year's Day.
At to the original question, Black Friday is one of, the few days of the year that I can have the whole house to myself; so no, I do not go shopping on Black Friday.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.