For what it’s worth, many many people do in fact buy separate bulllets. In .270 winchester, and in Canadian dollars, cartridges cost about $1.50 a piece, whereas components to assemble my own run about $0.35 a round, plus however fast the cases deteriorate. I’ve only shot about 300 rounds so far, so I don’t have a good estimate on average life 
And while I don’t know if I’ve ever seen the inside of a [K|Wal]-mart, Canadian Tire, Rona, other hardware chains all sell ammo, once you’re outside of a big city. The ones downtown tend not to. Oddly enough the Canadian Tire claims that legislation requires them to record your firearms license number, phone number, address and signature (Free shopping list for gun thieves!), whereas none of the dedicated gun stores I’ve bought ammo (.22 rimfire cannot be reloaded) from have done that…