Where I live normal bread like buns, sliced bread and baguette from my local baker are not more expensive than the grocery store, things like croissants and sausage/chocolate rolls are a bit more expensive but way better in quality however pastries and chocolate are disproportionately more expensive there so I still buy those at the store.

Local business owners don't stock their goods at the checkout counter at Walgreens. Also, even though I'm in a big city, no one makes something like the Kinder Bueno, it's not a simple chocolate bar.