Yes, I've always had to order it online. I don't think I've ever seen it on the shelf. (Do not buy NuNaturals--it is coarse, dark and tastes like cardboard.)
You can use oat fiber to temper the dense calories you get in almond flour baked goods as well. Usually you can replace up to half the almond flour called for, depending on the recipe. But even replacing a quarter lightens things up significantly.