Because those other places you talk about only have to keep their stock in ONE place, and don't have to get it to you the same day. And they don't have to keep them on hang cards, out front where customers or their little kids can shoplift them (sometimes just because they want to steal something, anything), or they could even fall down cracks behind the shelving.
When you need That Part on a Sunday afternoon, you're not going to get it from Digi-Key or Mouser. Like the time a few years ago when I found out that my mom's new 55" TV had four HDMI ports but only two analog inputs. The component naturally went to the DVD player. She also had a Wii (aka "what's digital video?") that also needed an analog input. The other analog input on the TV? It was a 1/8" 4-pin jack. Like on an old camcorder or iPod. Except this was on the back of an enormous TV set. Way to be cheap, Sharp.
If I wasn't a hundred miles away, I could have just gone home and dug into my caches of wires and stuff. Or even gone to the Fry's store near where I live. (And I do keep extra wires in a closet at her place. Just not something that obscure.) So I go out shopping. Best Buy didn't have it, and if you think you get blank stares from The Shack, BB is worse, and they want to sell you an extended warranty for those stares, too. I went to the RS on the other side of the highway and they had one. At $35 it wasn't cheap, but I got everything set up that day.