When people shop online at retailers like Macy’s Inc. and Finish Line Inc., their visits are tracked and shared with an outside firm that scores their behavior and decides whether to approve or deny purchases.

Shoppers who exhibit behavior that such scoring firms often associate with fraud, such as buying without checking the return policy or paying for the fastest shipping option, have a higher chance of getting declined. Sometimes they never find out why their transactions are canceled or who made the call.

Behind...