There are a couple of reasons I purchase the bulk of my games at GenCon. Now I don't buy 20+ or such things. But that is because I don't have a lot of people to play with where I live. But my main reasons are as follows. And are in no order, just typing them as I think of them.
A. You can get con-exclusive promos from purchasing the games at the Con.
B. Sometimes they do bundles and you can get a decent discount if you buy a game with its expansions.
C. You do save on shipping if you have the room to bring them all home.
D.Some games you can get signed by the creator. That's not a big deal for me, but it's neat if it happens.
E. Sometimes the games you get won't be available at your local store. And I would rather buy them from the company in person than online.
These are just a few.