I do the same. My LGS told me he would match online prices for me. I assume that he pays a comparable hazmat fee that the onliners charge, then spreads the cost on a per item basis. Say $25 hazmat on 100,000 primers gets to be almost zero to me.I'm blessed with a few local stores that carry primers and powders at reasonable prices. I buy there and buy often. I can't justify the prices online especially after shipping and hazmat. Hell most of my local prices compete with online prices. Some of the vendors even extend me a 10% Veteran discount on top of their awesome prices.
I'm in the Harrisburg, PA area and happily shop at Shyda's Outdoors, as well as Acri Gunshop (haven't been in a while due to his hours), and Trop (not an awesome selection but I get primers if I'm in there).