Im not sure I've ever been to a Walmart, but isn't the appeal that it's a one stop shop (+ low prices)? That seems pretty damn useful and has approximately nothing to do with cross-region price differences.
I'm becoming increasingly wary of buying things on Amazon. I've received bootlegs from listings that looked genuine, fallen prey to misleading reviews for things that turned out to be of substandard quality, and so on. And it's been getting worse over the last couple of years. And this is even with "fulfilled by Amazon" items. They're not good at policing their reviews or listings for accuracy, and it often turns out that the same listing might get you different products between different orders.
I've bought from Walmart online only once or twice ever: in one case they had the camera I wanted for $250 cheaper than Amazon and in another Amazon didn't have the product at all.