I don't see the problem with mailing a check but some people are in a hurry. You can take cash to walmart and they'll transfer it for you. They give you a code that you give to the guy on the other end then he goes to walmart with that code and gets his cash. Last I knew there was no fee.
There is a small fee, but it's a good method. I bought several S&W revolvers from one collector that way. The person on the other end gets their money as quick as they can get to WalMart and collect it.