The biggest advantage of buying from a shop is that you can try it on and see if it fits your head shape. Fit is a very important component of it doing it's job of properly protecting your head. As for dropping it in shipment... how do you think it was shipped to the shop or that the clerk didn't drop it just before putting it on the shelf?
If you have a good shop and want to see them survive, then by all means buy the helmet from them. If they are a sleazy, rip off operation, try the helmet on there, then go online and buy it elsewhere.
If your helmet is less than 5 years old and has a DOT sticker, you'll be fine. There are supporters and detractors of both the leading testing methods. Just be sure it has some sticker to show it's passed a safety standard.