Turbotax online has different capabilities and pricing structure than turbotax desktop (CD or download). In addition, third party retailers are allowed to sell the product at a discount if they want to, Turbotax is not allowed to set mandatory prices. And Costco is a special case because they make all their profit on membership fees and almost no operating profit on actual sales, so they price very aggressively to attract and keep members.
If you want the features of turbotax online your only supplier is direct from turbotax. If you want the desktop installed program, buy wherever you get the best deal. The desktop program is superior as far as I'm concerned, unless you qualify to file online for free.