If I owned an indie store not only would I have every book I could possibly carry, I would SO have computers and an affiliate account so people could buy what they wanted from my store and *I* would make money from it if they wanted it in eBook.
What on earth happened to the concept that if you can't beat 'em, you join 'em?
This is easy to say, but a physical store has a finite amount of shelf space. Do you stock books on which you can actually make a profit, or do you stock books where the manufacturer is selling the book to customers for the same price (or less!) than you can actually buy it?
I agree with you on the affiliate thing, however. I actually know a few hobby shops that have set-ups like this with RPGNOW.com and it works out very well.