When I was first shopping for this laptop I had looked at Lenovo's site. I have purchased a few laptops DIRECTLY through Lenovo and they do try to be competitive.
The only good reason I could give that you find them less expensive @ Best Buy, etc. is that the retailers probably buy in "bulk" and get a set number of configurations. This makes it a bit cheaper for them. Then, they have their own sales, etc.
Personally, I liked the configuration Best Buy was offering. I think it "ticked" all the boxes for me, and was a bit less than on the Lenovo site. So I went for it. Just got back from my 2nd business trip using it and love it.