The change of venue motion calls into question the decision of the NRA to bring suits in the D.C. district court. I wondered about that when they did so. I'm sure it was more convenient for their lawyers but may be ultimately detrimental to the clients. Of course, funding might not have been available outside D.C. and you get help where you can.
The gun stores that filed locally can argue that their place of business, location of records, location of where the physical acts primarily occurred, and location of many witnesses all favor local filing. Since it is discretionary with the district court, we might even see different decisions on this.
Added: Perhaps part of the strategy was to increase the chance of review if there were conflicting decisions of different circuits. However, I don't see this being the type of litigation where this is necessarily going to be a factor in the decision of the Supreme Court to review.