I think it's because they don't want to have to deal with the general public. Yes, you and I know how to install water heaters, valves, etc., but the typical John Q. Public does not. I doubt the local "tradesmen" supply houses want to get involved with the Home Depot crowd.
I have accounts with the local electrical supply houses and every once in a while a "civilian" walks in, asking questions that gets the
going from the staff. They would not be doing that guy a service by selling him a breaker he has no clue about installing.
That being said, I'm not an electrician. I walked in off the street and "posed" as an electrician. I didn't ask stupid questions and always asked for parts by part #. They allowed me to open an account. Try that approach with your local HVAC supplier. You've got nothing to lose.