This happens for two reasons: #1 - From a marketing perspective, the winery sets the “MSRP” or a baseline price point for their wines by what they charge at the winery. If they lower the everyday price that they charge, the perceived value is lowered - it’s just as simple as that. Remember, the retail price of a luxury product has absolutely nothing to do with the costs associated with producing said product.
#2 - Distributors/Retailers would not sell a product if the winery was selling to customers at a lower price than their retail price. Remember, if it was up to distributors no consumer would be able to buy directly from the winery - on location or otherwise. Wineries hold ‘MSRP’ at the winery (unless you are club member or they are running a sale), to keep their distributors happy.
I had always assumed this was the reason, but I appreciate someone laying it out so clearly.
I think a nice balancing act is for the winery to retain the higher nominal retail price which doesn’t undercut the distributors and retailers, but then cut some pretty easily-achievable deals and discounts to their direct customers – volume discounts, free shipping, throw in a free bottle when you buy a certain number, etc.
Having said that, I don’t see that sort of thing all that often, and most wineries seem quite happy to simply realize the large increment resulting from direct sales for themselves, with enough buyers happily paying it out of notions of “supporting the winery,” provenance, habit, impulse buy while visiting, and other reasons.
I would worry as much about how the wine has been stored at the store than the shipping. That said for the difference you talk about I would buy from the winery. Better provenance and not having to support the three tier system work for me.