The kicker for me is sales tax. As a business owner, I fully realize that they have no choice but it still directly affects the price. Using Wyoredman's example, that $15 difference at $472 becomes over $52 after adding the $37+ (8%) sales tax. $15 extra, I'd pay. $52, I won't.
In Washington state, FFLs are unpaid state employees, required to collect state sales tax on gun transfers. I used to save 9% by ordering online, but now I have to pay the 9% to my FFL when the gun is transferred.