Yes.
For one thing, I want to handle the weapon first, not just one like it. Factory production allows too many variables. Hitches in the gitalong of the trigger pull are a BIG issue here. Ever priced a trigger job? I buy guns that don't usually need trigger work. How about loose fitting pf parts? Hammers that hit the frame or slide before hitting the firing pin. Gaps where gaps should not be. Ill-fitting grips is another big one. Improperly timed revolvers; I have handled quite a few new revolvers, mostly S&W, that would not pass the inspection procedures in the sticky post on revolvers. I could go on and on. Many of the laments I see here on THR, and elsewhere, regarding fit, finish, or functioning of firearms, would have been discovered during a pre-purchase inspection.
If a firearm is made of blued steel and walnut, or is not blued but does have wood grips,or especially a long gun with a wood stock, I want to see the figure and grain in the wood. This is not just for the sake of appearance. The direction of the grain in a buttstock can affect the likelihood of a split occurring if a working gun falls and lands on the heel or toe of the stock.
Losses/damage during shipping. I sometimes feel jinxed regarding the gorillas that used to work for Samsonite, and now work for UPS and Fedex. Yes, I know there are remedies, but with those remedies come headaches. My time is work something.
Layaways. I only know of one on-line dealer that will let me layaway a firearm. (There may be others.) My usual local dealer has three-month layaways, which can be arranged as longer for higher-end firearms, for regular customers. Moreover, if something better comes along, during the layaway, I have been allowed to transfer the amount paid on the first firearm, to the second, without penalty. Another local dealer has ten-month layaways.
Another factor is that local dealers will often discount prices for returning customers, or allow quite high prices on trades, for returning customers. Once, I was even allowed FULL credit when trading a firearm that I purchased pre-owned, and only fired a few times. This is what you can get with an ongoing, working relationship with your local dealer.
I have seen customers handle a firearm at a local dealer, ask questions, sometimes even ask for a demonstration of stripping the weapon, taking up quite a bit of an employee's time, and then be overheard, while leaving, that they are going to order the weapon from an online dealer. Sorry if I am going to step on any toes here, but I consider that unfair abuse of the local dealer, and abuse of the customers who waited while the demonstration was ongoing. Minor abuse, but still unfair. I used to work retail in another field, and knew how I felt when asked to demo a quite complicated set-up, only to be told thanks, or perhaps not even be thanked, and then overhear the customers indicating they were headed for a discount store. When I walk into a full-service establishment, I know the price of the merchandise is a reflection of the higher cost of employing experienced, knowledgeable folks, who have the higher salaries that come with seniority and experience.
I have also known a different local dealer to bypass the warranty of a defective weapon, exchanging it on the spot, and dealing with the warranty issues and shipping on his dime and time.
Will I pay ridiculously high local prices? No. Do I have a set percentage that will stimulate me to order from a distant dealer? No.