I think some people go because it's a cool store. I can't understand it either though, big chain sporting goods stores are just as bad as other big corporate chains. They offer a vague selection of non specialized goods at exceedingly high prices.
It's not the prices that bother me. If I could go to Dick's sporting goods and have a good selection of trap loads manufactured by a good amount of different reputable manufacturers, I would be happy to pay $9/box (plus tax). However that is not the story. Most of the time I end up buying loads in the same ballpark, but it sucks when you normally shoot Remington premier STS loads, #8, 1 1/8th oz. lead, firing at 1200 FPS, but have to settle on something completely different.
The other thing that bothers me about large sporting good chains is that the staff is never very interested or knowledgeable about the products they are selling, beyond what it says on the back of the box. I can't count the number of times I've asked one of the staff members at Dick's about a product, to have them literally read me the information off the box. Sure, I'm glad he is actually putting forth the effort and trying, but it still doesn't cut it.
Now, when I go to Kittery Trading Post, I can find anything. It's an outdoors sporting goods store, with everything from camping, to canooing, to shooting. Their prices, while still "high" in relation to places like MidwayUSA and other online retailers, are reasonable especially considering they are usually cheaper than other sporting goods stores. Even though I could save $20 or whatever by buying online, I'm understand that their marginally higher prices reflect how their business operates. While I can't speak for sales associates working outside the shooting and hunting department, all of the guys that work on the shooting floor know their stuff. Of course I still get the opinions and naysayings from the older guys about this and that, but it seems to go with the sport and I don't mind. But the best part is, if you ask the man behind the counter what you need to start loading .30-06 firing a 165JBT at 2600 FPS, he can get you all the equiptment, ammunition components (large rifle primers are sold out sometimes...) and even help you find specialized loads from the big reloading books they have.