I think there's a couple different trains of thought here.
Having any item, dangerous goods or not, shipped to a store for in-person pickup doesn't cost anything through Cabela's. I've done this recently with loaded ammunition and primers. All you pay is the sticker price, plus taxes. Wait time is about 15 business days on the east coast.
I haven't had powder or primers, ammunition etc shipped directly to me because free shipping doesn't normally, if ever, apply to those items.
Having said that, a friend near Halifax recently received a brick of primers from Cabela's that were shipped at no extra cost, I think via Canada Post. Go figure.