Regrettably, this is pretty much the standard experience in shopping at the very few specialist jazz shops left. A few times I've even found myself buying CDs at prices considerably higher than I know I can get online, in a misplaced spirit of loyalty. Nowadays the only time I use 'bricks and mortar' shops is to buy second-hand CDs, mainly items no longer available online, or good old vinyl where the online option is rather more limited.
Not in Tokyo. I buy a fair bit at Disk Union at prices cheaper than available online, often considerably cheaper (I always check Amazon on my iPhone).