Welcome to the world of business.
It's called cultivating a repeat customer to keep a repeat customer.
In businesses that have slim margins, this is typically done only with the good customers, or those whom the owners think will be good customers.
Hell, K-Mart and other businesses have the "We'll beat any competitor's price by XXX!"
That means that they're not offering you their best deal right out of the chute, either. Why? Because they're a business, trying to stay in business. They're going to charge what they think they can. If they get it, great.
A sale for a business, even a sale at under the price they have on the object, is still a sale. Even if it's at a slightly lesser profit margin, it's still a sale, and even more importantly, YOU got a better price, so you're likely to come back to that store again in the future. It's a win win situation for them.
Why should you be worried about being met with the "sorry, we can't beat that price?"
If you get that response, hey, you've just learned something valuable. The other store has a better price on the gun you want. Now, is the price really THAT much better at the other store that you'd piss away the headway you've already made? That's a decision that only you can make.
Trust me, there will come a point when you'll get the best price from them right off the bat.
But you're not going to get it with just two or three gun purchases. At that point you're a repeat customer, but you're not a prime customer. (Even then, though, another store might have a price that's lower due to any number of factors.)
When I worked behind the counter we had a couple of prime customers who could come in and essentially order guns at about 3 to 5% over our cost. Why? Because they bought DOZENS of firearms and tons of other stuff from us.