I've kind of wondered things like that myself.
I have recently become a major fan of buying a certain type of ... hmmm ... crafty-electronic item ... on eBay because I can reliably get them for less than 50 percent of the price I can buy them for in stores. Actually, the three items I've bought I've actually acquired for less than a third the store price! (Free shipping, too!)
These are brand-new items, still sealed in the package. I know they occasionally go on sale for 40 percent to 50 percent off in the stores, but, really, how do the people on eBay make money at this? These are auctions, so I imagine the price sometimes does climb to something more, but nowhere near the regular price.
I can honestly say I didn't feel guilty, though ... just pleased at a good deal.
I bought another kind of craft item once, and when I received the package, there were a good half-dozen other small items in with what I'd purchased. I contacted the seller to make sure it wasn't a mistake; she thanked me for the honesty and said she just put some extras in to thank me for my business.
I added her to my favorite sellers list.