For some a gallery is not needed. If you have the time to market your work and pack up prints for individual sales going to each purchaser then you might not need a gallery. For those who may be on the road a lot, a gallery takes care of a great deal of the logistics. I no longer have any full time assistance, maybe someday I will again, but for now it's a very high expense and there's a long learning curve for most new employees. I rely on galleries as being part of my marketing, as they market my work in their region, and they are also part of the inventory, distribution and delivery system of my work.
The other part of being with a brick and mortar gallery is that they do add to the perception that you are an established artist. This may not be as needed when you are in fact an established artist, but in the beginning it does add greater credibility.
Buying art on the internet does have some risk. Look at EBay, they have all sorts of security programs and safe guards and scams still happen daily. And you're also buying a print that you have not actually seen firsthand. When you go to a gallery, there's a sense that they may have greater integrity because they have something valuable to lose if they screw up, their reputation and then possibly their investment in their business. Also their obvious investment in a real business location, all the inventory they possess would indicate to most that there is a commitment there. In addition you can see the actual print you are buying and can even take it with you. When you buy on the internet, you do buy somewhat blind and that is going to be a tough issue for internet dedicated sellers to resolve.