As previously mentioned, there is the Crown Center; it is directly across the street diagonally from Union Station. Along with shopping, there is also a Lego Land, Hallmark Visitor Center, and a Sea Life Aquarium. If you go to the Crown Center, check out Fritz's Railrod Restaurant on level one; they deliver your order to you via electric trains! Fun for 'kids' of all ages....IF you desire to rent a car for some reason, there is a Hertz inside the Westin Hotel at the Crown Center, and there are also two Enterprise car rental locations nearby; they will come and get you, and deliver you back to Union Station.
If you are departing on the 4:00 PM MORR back east, they usually call to board about 3:40-3:45; unless you need to pick up tickets, etc, there's really very little reason to be back to Union Station before 3:30, if you actually leave at all. There are always displays and events going on there as well, and you may be able to entertain yourself there the entire time, without even having to step foot outside.