From a Business perspective the online supplier and local dive shop are very different entities.
The Local dive shop needs to hire top end instructors and gear specialists, and people familiar with diving in the area. Your local shop also needs to have gear instock that may never sell (talk about keeping up appearences).
The online supplier just need a few phone reps, buys mass quantities or whatever gear it can get cheap and have a big warehouse to put it. (or maybe doesnt even have a warehouse at all just forwards your request to the manufacturer).
Both are fine business models and have pros and cons.
All that said a lot of the "stuff" your local shop provides is "free". Especially the advice, gear modifications, additional resource suggestions,a good laugh, local conditions, etc. Without the local shop we'd be pay shipping and handling for every repair, so they deserve some major props. And compressed air, damn tanks would cost a lot to ship UPS wouldnt they?
Support your local shop, but also keep an eye on your wallet. Often you may be able to ask for a better price and if you are a regular they you should have some pull right?