In most jurisdictions, its legal. Its only when there is collusion between different suppliers that its a problem. But with Nikon and other manufacturers implementing similar policies, it could be argues that competiton is being obstructed. Most countries have a regulatory body that investigates cartels, price fixing and anti-competive behaviour. Track them down, make a complaint and see what happens. But like most government bodies, they'll probably be quite useless.
Personally, I think its very poor form. If you have an online shop and can take advantage of lower costs to supply at a lower price, its in everyone's interest to buy from you. This leaves more money in the consumers pocket to go and buy additonal things. The economy as a whole improves as there are more goods being produced. What's better for everyone? You buying online and having some extra cash to buy a new lens? Or you paying more for the camera simply because the retail shop has to pay high rent on their high street location to a fatcat landlord?