Travel to and from the stores is costly. I speak from experience from countless searches that were fruitless and wasteful. I buy online, mostly, now. By the time I pay for gas and if I'm lucky to find what I'm looking for, I end up paying online prices anyway.
Not all of us count gas towards the price of our figures. I know I don't. I'm never just hunting for TFs, it's also a hunt for Halo Megabloks and certain GW metal figures since I refuse to buy the casting abortion that is Finecast.
And most of the time, I'm doing other things that tend to bring me near a store(there's a LOT of Targets, Walmarts, and game stores in the Springs) anyway, so again, not counting gas for it.
As well, for ME, the hunting is half the fun of collecting new figures. I can find pretty much ANY figure online, but I appreciate it more if I actually work for it.