The proper comparison isn't Amazon vs local, it's Amazon vs other web shops (likely with more traditional supply chains) - especially for items that are only ever going to be part of a wide selection like M2 screws. HomeDepot.com and Lowes.com have M2 screws, as well as Zoro, McMaster, or other specialty web shops [0]. My specific go-to for one-off [1] screws is usually Zoro, as I usually prefer stainless (or grade 8 for larger sizes).

[0] I had been fond of "Albany County Fasteners" but I've soured as they've gradually jacked up the prices while removing free shipping. I don't even like free shipping, but it is a way for ordering to be more convenient as it prevents me from wanting to sit on an order for a while to batch it up.

[1] as opposed to stocking up on an assortment