From what I understand, one of the big reasons to not sell some of the individual models outside of the box sets is to keep the number of SKUs down so that store owners don't have to add many. Coming from a call center/warehouse background I can understand that but at the same time I don't see why Wyrd wouldn't sell individuals on the web store. If it came down to making sure that store owners didn't get angry about having web exclusives then it could be mitigated by offering them the ability to use the extra SKUs if they were so inclined. If store owners didn't want to import the extra SKUs it would be on them instead.
I don't know what Wyrd's warehouse system is like, but based on the Gencon orders threads and the glimpses there it doesn't seem like it's a very efficient set up to begin with so holding some products out of boxed sets for individual sales shouldn't be a problem. Since it seems like it's a very rudimentary pick and pack set up with a small crew that they have going they wouldn't necessarily even need to keep individual models aside at first. To test the waters, they could place the individual models on the web store and with a limited quantity each. When an order for a model is made, they could then open a box set and ship out the requested model while adding the rest of the models to their respective inventory counts. This would allow them to sell the individuals and gauge interest in which models to keep in stock separately.
If the individual model market was good enough they could order more of the most requested models and keep them outside of the box sets and then give the retailers the option to use the new single model SKUs or not. At the very least they could give the retailers the option to special order the models for customers.
Sorry, this was a bit off topic and I know there are likely details that I don't know or I'm not privy to which could make things more difficult to accomplish this. But I also know it's not outside of the realm of possibility to offer it. It seems like there are many avenues that could be gone down to make the experience more efficient and better for the customers than always relying on eBay or the secondary markets to get the models people are looking for.