Brick and mortar clinics have higher overhead than online clinics due to paying for rent, utilities, and staff. For this reason, they often use other methods in an effort to collect more money per patient. This can be done in various ways such as selling other ancillary medications, selling additional therapies, or forcing patients to come in to the clinic to get their shots.

Local clinics typically get a discount on medications that are meant "for office use only". These medications are meant to only be administered in the clinic. Some of these clinics use the discounted "office use only" vials, draw up the syringes, and then give them to patients to take home with them. This increases their profit margin.

There is no barrier for clinics to have a relationship with compounding pharmacies. Although many compounding pharmacies do not accept health insurance at all, so if the brick-and-mortar place uses insurance, this could potentially be a reason why they do not use them.

This is specific to the US. I am unaware of the rules, regulations, or laws regarding medication administration outside of the USA.