If your local Macy's is like mine, there are typically customers who have already opened the dress shirts (among other "packaged" items) to try on. The opened ones typically end up on a clearance rack or some other place like a rack in the dressing rooms. The sales clerks might keep a few of them back there just so people can try them on (rather than continue the cycle of people opening them and ending up not being able to properly sell them). So I'd ask. The clerks will love you for not just ripping open packages and doing what you like.
Heck, if those sales clerks work on commission, they'll likely have a strategy in place to help you buy the dress shirts (and thus help themselves to that commission).