Over the years I have had 2 dwarf lionfish. The first one was a Fuzzy Dwarf and the second was a Mombassa Lion. I recently lost my Mombassa a couple months ago due to tainted food (my wartskin angler as well

).
I want to get a Dwarf Zebra now. My preferred
LFS doesn't want to get me one because they say that dwarf lions don't ship well and usually die. This makes me nervous because I can find one on a couple different online sites (including live aquaria). Blue Zoo also doesn't offer the live arrival guarantee which add to the thought that they don't ship well.
That being said, I have had 2 which lived for a long time and both of those were bought at a
LFS so they had to be shipped there.
Is there anything to this? I understand the stress that a fish goes through during the shipping process and any fish could die during it. Are lions more likely to die from this?