I can't speak for power tools, but I recently bought a meat smoker. When I was researching the purchase, I found that Walmart carries the model that I was looking for. However, if you buy that model at Wally-world, it only comes with three grill grates instead of four, and no grease pan, so I bought mine at Bass Pro instead (for an extra $40 or so), because I wanted the extra hardware. After a little more poking around, I found that the company that manufactures the smoker makes a version specifically for Walmart (and presumably, other deep discount stores) that has the same model number save for an extra letter at the end.
Again, I can't say if this is the case for power tools, but it is the case that sometimes, what you buy at the discount store is not quite the same model/quality as what you might find elsewhere.
Caveat emptor, and all that.
Tort