Some performers prefer that you buy from a major record store rather than their table at the show. It’s a question of money vs. marketing. The starving newcomer and the comfortable oldtimer will usually prefer the extra money from an immediate sale with no middle men. The up and comers often prefer sales at a major record store – because store sales are tracked and they need sales numbers to move up the list at both the store and the label.
Along those lines, Apple’s iTunes Music Store can be judged a success when the entertainment media reports download sales with the same alacrity they report CD sales and box office revenue.