Usually during infomercials, the salesperson will mention that their item is "Not Available in Stores!" The intended implication is that this product is too exclusive to be sold just anywhere, but it often makes the sellers look so cheap that no respectable retailer will ever deal with them. It can also fool the consumer (though this hardly works) into believing the product being sold will never appear in a store, pressuring them to call right now and buy the product.
This claim is usually incorrect. There is a chain of stores called "As Seen on TV!" that specializes in selling these exact items. Furthermore, most department stores have a small section devoted to them as well. You'll notice that the items are never placed in the department relevant to them, as if the store doesn't want shoppers to mistake a knife that "Never Needs Sharpening" for legitimate cutlery.
A common tactic in many infomercials or advertisements is to state instead that "this offer is not available in stores," (so call now, Operators Are Standing By) usually in combination with some form of But Wait, There's More! That way, the product itself can be found in any number of stores, but the statement is still technically true.
So why do they advertise this way? Because they get more money if you order directly from them, eliminating the middleman. The maker of a new product might even desperately need this money for seed capital to get the product into stores.
Compare and contrast Direct-to-Video.