Auditioning a component is a misnomer. Does anybody really believe they can hear what an amplifier sounds like and filter out the effects of the source, the cables, the speakers, the mains conditioning, the acoustics particular to the room, etc. etc? I have a bridge to sell you if you do.
Online purchasing and shipping have improved dramatically. Online payments are secure. Delivery timelines have improved. Other than seeing the component in the flesh, which admittedly is pretty cool, there is no value in going to physical store.
Like so many other things, the time of audio brick-and-mortar stores have come and gone.