by Wyphy
The publisher sells to the distributor, who then sells to a retailer (e.g. you local shop), where you buy it.Each link adds some cost so they can make a profit.
There are reasons why you would want to buy direct from the publisher, or at least not from your local shop.
One may have an issue with the shop or it's employees; say the employees are rude or the shop has a big markup over MSRP. Some of these reasons may seem petty, but the customer is the customer and they'll choose to buy (or not buy) from a store based on many reasons.
You may also want to support the publisher directly, so they make more profit. This would really only be useful to a very small company as a show of support for them and their products.