I think he's perfectly okay. In a feature on butter in our October 1 issue, two retailers were quoted as buying from the supers because they got far better prices. I frequently see caterers, possibly retailers, at supermarkets buying multiple bags of flour, dozens of kitchen rolls, umpteen baguettes and so on.
And Mr Anon will have paid the VAT to the supermarket, which he can claim back. A few years back Sainsbury's launched its 'Save' initiative, supplying small stores in various pockets of the country (probably only practising for when it opened its own chain of smaller stores).
Do many of you shop this way, either because the C&C doesn't have the goods, or because of better prices? Do tell.