shipping is free and no tax
NOTHING is free; you're paying it one way or the other. As to shipping, while it might not be collected at the POS, you are required (if your state has a sales tax) to remit the appropriate amount as a "use tax". Since no one does so voluntarily, we are seeing more and more states mandating the collection of sales taxes by the seller - so check to make sure it isn't happening yet where you live.
Even with tax the gun will come out to 9 bucks cheaper.
Am I understanding you correctly that the difference is only $9 cheaper buying online, or did I misread something?