Online shopping gives you a freedom to place your order sitting at your home and track your delivery. You can shop even after a few drinks and no need to worry about going somewhere. Most of modern companies have online shopping as a big share in their daily sales.
Main reason of course that it is duty free. We can see that duties and taxes are constantly rising and it directly effects on retail in-store prices. You can find tax-free cigarettes cheaper for 50%. Main value in retail cigarette price comes from taxes and duties. Because generally, pure production cost for cigarettes is very low. It is no more than 10% of the price tag you see at your neighbor store shelf.
Also online shopping provides you with the largest choice of any brands all over the world. Buying cigarettes online is much more convenient than buying for example a dress, because when you buy duty free Marlboro menthol cigarettes you exactly know what is on its way to you. In addition, with dress there could be misfit, color mismatch or other issues.