Different shipping addresses from billing addresses are absolutely standard practice. I don't know why you'd think that a seller would disallow shipping to something other than the billing address.
Back in the days when I worked at Newegg, average order values were in the thousands from all of the custom gaming rig builds so fraud was taken very seriously. Newegg did not allow shipping to an address that was different than the one on file with your credit card company so the only way to do that was for the customer to call the credit card company and add the new shipping address. I'm sure they lost some customers who didn't want to deal with that but they also severely limited their exposure.
It's a high risk practice. For instance, PayPal won't protect you if you do it, unless the person has verified the shipping address also.
If I had a small business with large dollar amount purchases, it certainly doesn't seem worth the risk to allow it. One bad transaction and you are out a lot of money.
