I would say that either there is some particular fault in your car that won't allow communications with their scanner, or (more likely) a problem with their scanner. Maybe they were attempting to go in under OBD1, not OBD2? Not really sure, as i deal with the mercedes scanner, never a generic scanner, but their generic scanner has to be able to read the OBD2 codes. Is there another AutoZone you can try? Try another repair shop, doesn't have to be the dealer.
Maybe you got a guy at that AutoZone who wasn't familiar with reading codes. Also I think these scanners have different cartridges that are installed (different software) and maybe the wrong one was inserted.