I can think of a number of reasons to do this.
If you happen to be in Lexington, KY and drop by Buds.
If you happen to be in Berryville, AR and drop by Wilson Combat; Nighthawk Custom; or Guncrafter
If you happen to be in Gerogetown, TX and drop by STI
I have a place in LA that I purchase items from all the time and have shipped. If I happened to be in Lafayette, I'd drop in and talk and probably leave with a receipt in hand and a pistol on its way to me.
Most of these places sell the guns cheaper than a LGS by a fair amount. So the shipping fee (like $20 for Buds) many times makes up more than the difference.
In other instances, places like WC or NHC will have pistols that most LGS don't carry. So, you get to fondle some guns then pick the best out of the litter to have sent to you.