s it legal to film on privately owned property that is open to the public?

There's a difference between laws and policies. Movie theaters, concert venues, etc. often have a policy prohibiting filming. If you violate the policy, they can kick you out. That's different from being arrested for breaking a law. It's their property, so they can tell you you have to leave.

Property owners can deny permission and malls commonly do not allow photography. Concerts are completely different because the performers of a stage performance own the rights of all recordings of their performances. Bootleg recording (without permission) of performances is against copyright laws.

my understanding is that if there is no expectation of privacy, filming is allowed the same as your 2 eyes are. So, what about when there is no copyright issue say at the mall? and I do get it that an establishment can kick you off....But it seems security guards think they are cops these days.

no...this is abused 99% of the time...call my congressman muslim kieth ellison

Yes it is.