This is very common.
Women do this for several reasons
1. It's natural. If they find a guy attractive, she can't hide it. Small glances. Opening her body language. Whether or not she is really obvious with it shows the degree of her attraction and also her self-control. A good girlfriend acknowledges her attraction and limits it, as not to disrespect her boyfriend/husband. But, it's hard to hide.
2. To make their boyfriend jealous. This is common practice with low-self-esteem girls who are always making their man jealous as way to get him more invested ("She's worth fighting for!"), and also to validate themselves. The more guys want her, the better she feels about herself.
3. Their boyfriend is weak. She's not that into him but stays with him, because he provides emotional or financial or status stability and security.
However, during day game, 99.9% of the time nothing will happen if you approach her. She would most likely reject you to save face and not appear a slut (though she will grin inside at your boldness and how attractive she must be for you to challenge her boyfriend in front of her). And depending on the guy, you might find yourself in a fist fight.
Best thing you can do, if you really want to get her, is see a fleeting opportunity. He goes in the store but she stays outside. Might have a minute or two. But it happens more commonly in night game where you can get in and out without being seen, because there's a sea of people there to distract her boyfriend's eyes.
In day game, probably not much can happen, but if you got the skill and she's real thirsty, who knows?
Hector