If you buy online in the UK fish often get sent by courier, packed in a large box with lots of padding. And even if sent by mail, they are in plastic bags, with plenty of oxygen, and padded all round. I can't see how that can possibly be more stressful than being sent to the lfs in a lorry.
It's not like they shove them in a small envelope and stick them in the post box, you know.
And btw, the safest way to transport fish is not in buckets, but in plastic bags- less risk of bumps.
It does annoy me when people go on about the immorality of procedures that they know nothing about.
I prefer buying online from breeders in the country because you are cutting out so much of the stress that a fish from the lfs will have gone through.