Big box stores often don't have the more specialized products we need. But the big box stores are convenient because they are nearby. Big box stores sell circ saw blades, but not the brand or configuration I want so I bought from Rockler through amazon.
Usually if you need a specialty or a high quality tool, you're going to go to specialty sellers. Big box has basics like some screws, or garbage bags, or some insulation or some plumbing stuff etc. I rarely have need to buy from their tool dept though. I did buy my first brad nailer from a big box though, but that's a more generic item.
Speaking of screws, I get so frustrated when my local lowes doesn't have a screw that should be a standard. There are holes in their offerings. It usually doesn't make sense, they have it in one size but not the other. Or they have it in one style head but not the one I want.
I've said it for a long time, you get a new competitor in there who focuses on their hardware, carring everything you need including the odd stuff, and use the hardware as a loss leader (just break even on hardware or don't charge big margins), keep it stocked and organized, and you'll pull in a lot of loyal customers from the other competitors. Then they'll buy all that other bread and butter stuff from you and not the other guys- power tools, wood, plumbing, etc etc.