It's all a matter of balance.
The guy at your LBS would have been able to immediately tell you that he didn't have the tool in stock but, for a small deposit, he'll get it for you by next week. It'll probably cost a little more too but you won't have to pay shipping.
Internet buyers get lower prices, usually much better selection, and often faster service but lose the human touch. Internet sellers struggle to maintain their edge while minimizing the loss of the human element.
What probably happened is somebody picked your order at whatever time of day they do those things and immediately packed it for shipping that day. That's the lower price and faster service part. Then the packing and shipping document went to another department, at probably a different time of day, to email you what's missing from your order that's already on the way. To me, that's pretty darn good customer service.
It would be nice if the same person would do the whole thing, telephone you so that you could order a different tool, and ship everything together; but that's going to raise overhead and probably prices and extend shipping time.
I suspect that most internet buyers are willing to tolerate the occasional out-of-stock item in exchange for the low prices, better selection, and fast service.