There's also the problem of the way the direct market is set up. capandkirby spoke about his daughter and their pull lists, but how many people outside of existing fans even know what a pull list IS, and how they can set one up? Every other form of entertainment, you wait until it comes out, and if it sells out before you get to the store, you can order a copy.
But with comics, you have to know what you want 2 months in advance, and either hope your local store ordered enough copies, or get them to order one for you... assuming they don't drive you away for liking something that isn't the owner's style.