Because, if you would try to buy online you could easily be scammed but if you buy it physically then you can check the purity of it, if you are buying gold for the very first time then, you should go with someone expert or atleast with those who bought few times.
If you found not experienced companion then you should check for various tips like "things to keep in mind while buying gold" or "tips to buy gold" etc. etc. Once you started to search out you will find more interesting facts about it, and again i suggest you to buy gold from physical store, not from online store.