I've never used SR (or similar site), but there's plenty of drugs which I couldn't get locally if I wanted them - I'm sure they are sold near me, but I wouldn't know how to find them. Heroin, LSD... etc. Hitting up a dealer is only easy if you know how to find a dealer. (Personally I've looked for mushrooms in the past with absolutely no joy. So I've never done mushrooms.)

For all drugs, it's quite possible that online offers better quality. I've known cocaine users whose local dealers only sold shitty quality, afaik I don't know anyone who has bought online but it might make sense for them in that case. And drugs like weed, might well be that you want a choice of strains whereas most dealers just have whatever they managed to buy, not a supermarket range of choices.

Finding psychedelics in the Midwest is impossible. I can swing a dead cat and find all the heroin you could ever want though. Supply and demand doesn't work so well on the black market. Which makes an online brokerage pretty enticing.

Your situation may be different, but I personally would not even know where to start looking for a local dealer. Being a sheltered upper middle class youth has its disadvantages :)