(1) His prices aren't really any better than retail pharmacy with GoodRx. The generics for little money is well covered.
(2) Costco actually does shit. They build buildings, hire pharmacists, buy inventory in bulk, and sell it to you in the store. Cuban has a website that takes 3 months to build and a little bit of transaction risk.
Do you want to pay the membership fee and a premium so they can build buildings, employ pharmacists to buy/finance/store/manage a large inventory or do you want to skip that and get the meds sent to you?
In fairness, I believe Costco (and Sams Club) allow you to use the pharmacy without having a membership. Unfortunately for me, no Costcos are close enough to make that worthwhile.