The past few collectors editions of Square Enix games were not available anywhere but the SE store like Lightning Returns, FFX/X2 HD for example.

The problem with being only at the SE store and not like at Best Buy, Gamestop ect is that due to shipping you won't get it on launch day. I much rather preorder at an actual store be able to go in to the store and pick it up on launch day.

Having an offline game like Lightning Returns being shipped a to you a few days after launch is no big deal because its a single player game you play at your own pace. In a mmo not having the expansion at launchs means you could be waiting up to a week to start leveling up to the new level cap and be locked out of new content that all your friends are doing. Your friends will wanting to be starting that new level 60 raid while you still have to level to 60.