I am sure they do. As I said, it depends on the coin. But, for the coin I just bought, when I factored in my estimate of the cost of buying in an auction, plus the buyers premium, plus postage and packing, the Atlas price for the coin was pretty competitive with what I would pay at auction.
Obviously, one needs to have a view as to what a coin 'should' cost. For my area of interest, which are sixpences, I generally have a perspective as to what a coin should cost and from being active in the auction marketplace over the past few years, I have a good idea what a given coin will probably go for. So you look for where you think you will get the best price.
For me, auctions are likely to remain my primary source of coins. But I have no problem using reputable dealers if they have the coin I want at a competitive price.