If you leave the store with a firearm, you're transporting it, so you have to follow the laws on transporting a firearm. But that's on you, not on the retailer.
For shipping, the problem is that some retailer insist on locking the trigger and shipping into an expensive lockbox that you'll never need afterward. If retailers used 1$ trigger locks (they exist, sold in 10-pack) and locked the manufacturer-provided case (all my restricted have come into a case) with a 1$ padlock, (almost) nobody would be crying about it. But add 50-100$ in trigger locks and padlocks to a 350$ norinco and everyone sane will take their business elsewhere.
Everytime I've shipped a gun by CP (either sold on EE or for warranty work), I had to transport it to the post office, so transport rules apply to me. Everytime they were trigger locked and in a locked box. Never has this cost me more than 3$, and when I sell on the EE I don't even mention it, I just end up with 3$ less in my pocket. If I asked anyone for the 50-100$ that some retailers ask for trigger lock and and lockbox, everyone would tell me to stuff it, rightly so imho.